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Accession Number:
AD0265384
Title:
SOME CONFIDENCE BOUNDS FOR DETERMINANTAL ROOTS
Corporate Author:
COLUMBIA UNIV NEW YORK
Report Date:
1961-08-31
Abstract:
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
Pages:
0023
Contract Number:
NONR26633
File Size:
0.00MB
