Percentage Points of the Joint Distribution of the Extreme Roots of the Random Matrix S(1)(S(1)+S(2))(Sup(-1)).
AEROSPACE RESEARCH LABS WRIGHT-PATTERSON AFB OHIO
Pagination or Media Count:
Let S1 and S2 be independently distributed as central Wishart matrices with n1 and n2 degrees of freedom respectively. Also, let theta sub 1 and theta sub p be the smallest and largest roots of S1S1 S2 sup-1. In this report, the authors give tables for the exact values of A for p 2 1 10, alpha 0.10,0.05, 0.025, 0.01, r 0 1 5,7,10,15, n 5 1 10 2 20 5 50 where r n1- p - 12, n n2- p - 12 and P1 - Aortheta sub 1ortheta sub porA 1 - alpha. Author
- Statistics and Probability