Accession Number:

ADA001080

Title:

On the Exact Joint Distributions of the Extreme Roots of the Complex Wishart and Multivariate Beta Matrices.

Descriptive Note:

Interim rept.,

Corporate Author:

TECHNOLOGY INC DAYTON OH

Personal Author(s):

Report Date:

1974-08-01

Pagination or Media Count:

44.0

Abstract:

In this paper, the authors tabulated the percentage points associated with the joint distribution of the extreme roots of the complex Wishart and multivariate beta matrices. The applications of these tables in the area of multiple time series are also discussed.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE