Accession Number:
AD0752212
Title:
On Some Distribution Problems Concerning the Characteristic Roots of (S sub 1) (S sub 2, sub -1) under Violations
Descriptive Note:
Corporate Author:
PURDUE UNIV LAFAYETTE IN
Personal Author(s):
Report Date:
1972-10-01
Pagination or Media Count:
30.0
Abstract:
Pillais distribution of the characteristic roots of S sub 1 S sub 2, sub -1 under violations was used to obtain the following the density function under a condition, the moments and m.g.f. of T a constant times Hotellings T sub 0, sup 2 the m.g.f. of Pillais trace the distribution of Wilks Lambda and two expressions for the density function of the largest root. Earlier results of various authors on distribution theory concerning MANOVA and equality of two covariance matrices are shown to be special cases of the results of the paper.
Descriptors:
Subject Categories:
- Statistics and Probability