Accession Number:

AD0758279

Title:

Exact Percentage Points of the Distribution of the Trace of S1(S1 + S2) sup (-1),

Descriptive Note:

Corporate Author:

TECHNOLOGY INC DAYTON OHIO

Report Date:

1973-02-01

Pagination or Media Count:

30.0

Abstract:

Let S1 and S2 be independently distributed p x p Wishart matrices with n1 and n2 degrees of freedom. Recently, Krishnaiah and Chang 1972 expressed the exact distribution of the trace of S1 S1 S2 sup -1, in the general case, as a linear combination of the inverse Laplace transformations of the products of certain double integrals which, in turn, were expressed as linear combinations of the incomplete gamma integrals. Using the above results, the authors have computed exact upper 1, 2.5, 5, 10, 25, and 50 points of the distribution of the trace S1 S1 S2 sup -1 for p 216 and different values of n1 and n2. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE