Accession Number:

AD0751342

Title:

The Distribution of the Characteristic Roots of (S sub 1)(S sub 2, sup(-1)) under Violations,

Descriptive Note:

Corporate Author:

PURDUE UNIV LAFAYETTE IND

Personal Author(s):

Report Date:

1972-08-01

Pagination or Media Count:

21.0

Abstract:

The paper deals with the density of the characteristic roots of S sub 1S sub 2, sup-1 where S sub 1 is distributed non-central Wishart Wp,n sub 1, sigma sub 1, omega and S sub 2 Wp,n sub 2, sigma sub 2,0. This is basic for an exact study of robustness of tests of at least two multivariate hypotheses. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE