On the exact distributions of the extreme roots of the Wishart and MANOVA matrices

P. R. Krishnaiah and T. C. Chang

Journal of Multivariate Analysis, 1971, vol. 1, issue 1, 108-117

Abstract: In this paper, the authors derived exact central distributions of the extreme roots of the Wishart and MANOVA matrices. The expressions for these distributions and the associated probability integrals are written as linear combinations of the products of certain double integrals. The double integrals encountered can be evaluated without any difficulty.

Keywords: Exact; distributions; Wishart; matrix; multivariate; analysis; of; variance; extreme; roots (search for similar items in EconPapers)
Date: 1971
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Citations: View citations in EconPapers (3)

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