On Some Distribution Problems Concerning the Characteristic Roots of (S sub 1) (S sub 2, sub -1) under Violations
PURDUE UNIV LAFAYETTE IN
Pagination or Media Count:
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.
- Statistics and Probability