Tables for the Distributions of the Ratios of the Extreme Roots to the Trace of Wishart Matrix,
Abstract
In a recent paper, A.W. Davis (J. Multivariate Analysis 2 (1972)) established a relationship between the marginal distributions of the latent roots of the Wishart matrix and the ratios of the corresponding latent roots to the trace. Using the above relationship and the expressions of P. R. Krishnaiah and T. C. Chang (J. Multivariate Analysis 1 (1971) 108-117) for the marginal densities of the extreme roots, the authors constructed extensive tables for the percentage points of the distributions of the ratios of the extreme roots to the trace of Wishart matrix. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Feb 01, 1973
- Accession Number
- AD0758236
Entities
People
- Aditi Chattopadhyay
- F. J. Schuurmann
- P. R. Krishnaiah