Asymptotic Expansions for the Distributions of the Latent Roots of Two Matrices in Multivariate Analysis.
YALE UNIV NEW HAVEN CONN DEPT OF STATISTICS
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Some of the difficulties in multivariate analysis involve the calculation of moments and significance points of distributions, and of powers of tests. In many cases, due to the complexity of the distributions involved, exact determination of these quantities appears all but impossible, and it makes sense to look for approximate solutions. This thesis is concerned essentially with deriving asymptotic expansions associated with two particular latent root distributions.
- Statistics and Probability