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On the evaluation of some distributions that arise in simultaneous tests for the equality of the latent roots of the covariance matrix
Authors:PR Krishnaiah  FJ Schuurmann
Institution:Aerospace Research Laboratories, Wright-Patterson Air Force Base, Ohio 45433 USA
Abstract:In this paper, the authors consider the evaluation of the distribution functions of the ratios of the intermediate roots to the trace of the real Wishart matrix as well as the ratios of the individual roots to the trace of the complex Wishart matrix. In addition, the authors consider the evaluation of the distribution functions of the ratios of the extreme roots of the Wishart matrix in the real and complex cases. Some applications and tables of the above distributions are also given.
Keywords:62H10  62E15  Exact distributions  ratios of the roots  Wishart matrix  multiple time series  tests for additivity  simultaneous tests  mixture of populations
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