On the noncentral distribution of the ratio of the extreme roots of wishart matrix
The distribution of the ratio of the extreme latent roots of the Wishart matrix is useful in testing the sphericity hypothesis for a multivariate normal population. Let X be a p×n matrix whose columns are distributed independently as multivariate normal with zero mean vector and covariance matrix ∑....
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| Format: | Article |
| Language: | English |
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Hindawi Limited
1981-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
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| Online Access: | http://dx.doi.org/10.1155/S0161171281000100 |