On the Exact Distributions of the Ratios of the Extreme Roots of the Real and Complex Wishart Matrices.
Abstract
In this paper, the authors discuss the evaluation of the probability integrals associated with the distributions of the ratios of the extreme roots of the Wishart matrix in the real and complex cases. Some percentage points of these distributions are also given.
Document Details
- Document Type
- Technical Report
- Publication Date
- Oct 01, 1974
- Accession Number
- ADA004778
Entities
People
- F. J. Schuurmann
- P. R. Krishnaiah