论文信息 - Upper Percentage Points of the Individual Roots of the Wishart Matrix

Upper Percentage Points of the Individual Roots of the Wishart Matrix

Abstract : Let S: pxp be distributed as central Wishart matrix with n degrees of freedom and let E(S) = n I sub p where I sub p is an identity matrix. Also, let theta (1)<...< theta (p) be the roots of S. In the report, the authors gave exact upper 10%, 5%, 2.5% and 1% points of the distributions of theta (i)(i=1,2, ..., p-1) for p=2(1)10 and n=(p+1) (1)20(2)30(5)50.

D. S. Clemm | A. K. Chattopadhyay | P. R. Krishnaiah

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