On the Exact Distribution of the Trace of a Complex Multivariate Beta Matrix.
Technical interim rept.,
TECHNOLOGY INC DAYTON OHIO
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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
- Statistics and Probability