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SOME CONFIDENCE BOUNDS FOR DETERMINANTAL ROOTS
COLUMBIA UNIV NEW YORK
Attention is focused on the case of two covariance matrices. On the basis of F-distributions, confidence bounds are derived for the roots of one population covariance matrix relative to the other which consist of multiples of the smallest and largest roots of one sample covariance matrix relative to the other. The main result is to give bounds which are the shortest among bounds consisting of multiples of the smallest and largest roots. Author