On Some Noncentral Distributions in Multivariate Analysis
AEROSPACE RESEARCH LABS WRIGHT-PATTERSON AFB OH
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In the paper, the authors derived expressions for the marginal distributions of any few consecutive ordered roots, moments of the elementary symmetric functions of the ordered roots and the Laplace transformations of the traces of a class of random matrices in the noncentral cases. This class of random matrices includes the MANOVA, Canonical Correlation, and Wishart matrices. The expressions obtained here are in terms of the linear combinations of the products of double integrals these double integrals can be evaluated without difficulty for the cases of the random matrices that occur commonly in multivariate statistical analysis.
- Statistics and Probability