Upper Percentage Points of the Intermediate Roots of the Manova Matrix
AEROSPACE RESEARCH LABS WRIGHT-PATTERSON AFB OH
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Let S1 and S2 be independently distributed as p x p central Wishart matrices with n1 and n2 p n1, n2 degrees of freedom and let ES1n1 ES2n2 Sigma. Further, let theta1 theta2 ... thetap be the characteristic roots of S1 S1 S2 -1. Let r n1 - p - 12 and n n2 - p - 12. In the paper, the authors give tables for the exact values of the upper 5 and 1 points of the distribution of theta2, i 2, 3, ..., p - 1 for p 4,5,6,7 and of the distribution of theta2 and theta7 for p 8 when r 0 1 5, 7, 10, 15 and n 5 1 10 2 20 5 50. These tables were constructed by using the exact expression for the c.d.f. of thetas 2 is equal to or less than s is equal to or less than p - 1 given by Krishnaiah and Waikar J. Multivariate Analysis, 1 1971.
- Statistics and Probability