Accession Number:

AD0739518

Title:

Tables for the Extreme Roots of the Wishart Matrix

Descriptive Note:

Final rept.

Corporate Author:

AEROSPACE RESEARCH LABS WRIGHT-PATTERSON AFB OH

Report Date:

1971-12-01

Pagination or Media Count:

29.0

Abstract:

Let l sub 1 and l sub p be respectively the smallest and largest roots of the central pxp Wishart matrix with n degrees of freedom. In the report, the authors gave tables for the exact values of U for p 2110220, alpha 0.05, 0.025, 0.01, 0.005 and different values of n where PU sup-1 l sub 1 l sub p U 1-2 alpha. Also, exact lower 1, 2.5, 5, 10 points of the distribution of l sub p are given for p 2110220 and for different values of n.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE