Accession Number:

AD0785944

Title:

On the Exact Distribution of the Trace of a Complex Multivariate Beta Matrix.

Descriptive Note:

Technical interim rept.,

Corporate Author:

TECHNOLOGY INC DAYTON OHIO

Personal Author(s):

Report Date:

1974-07-01

Pagination or Media Count:

34.0

Abstract:

An expression was given by Krishnaiah for the density of the distribution of the trace of a complex multivariate beta matrix. Using this expression, the authors have computed exact upper 1, 2.5, 5, 10, 25, and 50 points of the distribution of the above trace. The applications of this distribution in the area of the inference on multiple time series are also discussed. Finally, the usefulness of these tables is illustrated by analyzing some data on a C-5A aircraft. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE