On Some Distribution Problems Concerning the Characteristic Roots of (S sub 1) (S sub 2, sub -1) under Violations

Abstract

Pillai's distribution of the characteristic roots of (S sub 1) (S sub 2, sub (-1)) under violations was used to obtain the following: the density function (under a condition), the moments and m.g.f. of T (a constant times Hotelling's (T sub 0, sup 2); the m.g.f. of Pillai's trace; the distribution of Wilks' Lambda; and two expressions for the density function of the largest root. Earlier results of various authors on distribution theory concerning MANOVA and equality of two covariance matrices are shown to be special cases of the results of the paper.

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1972
Accession Number
AD0752212

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  • K. S. Pillai
  • Sudjana

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  • Purdue University

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