Approximations to the Distributions of the Traces of Complex Multivariate Beta and F Matrices

Abstract

In this report, the authors have approximated the distribution of the trace of the complex multivariate beta matrix with Pearson Type 1 distribution. Using this approximation, the authors have tabulated approximate percentage points of the distribution of the trace of the multivariate beta matrix for several values of the parameters. The authors have also approximated the distribution of the trace of the complex multivariate F matrix with Pearson Type 4 distribution for some values of the parameters and Pearson Type 6 distribution for some other values of the parameters. The applications of the results of this paper in the area of multiple time series are also discussed.

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1974
Accession Number
ADA006153

Entities

People

  • F. J. Schuurmann
  • P. R. Krishnaiah

Tags

DTIC Thesaurus Topics

  • Applied Mathematics
  • Beyond Visual Range Missiles
  • Data Science
  • Information Science
  • Mathematics
  • Multivariate Analysis
  • New York
  • North Carolina
  • Plastic Explosives
  • Probability
  • Probability Density Functions
  • Simulations
  • Stationary
  • Statistical Analysis
  • Statistics
  • Wishart Matrices

Fields of Study

  • Mathematics

Readers

  • Statistical inference.