On the ratios of the individual latent roots to the trace of a Wishart matrix

A simple relationship is given between the exact null distribution gm,n(J) of the J-th largest latent root of an m - m Wishart matrix on n degrees of freedom, and the distribution fm,n(J) of the ratio of this root to the trace of the matrix. Explicit expressions for certain fm,n(J) may thus be obtained from previous results for the corresponding gm,n(J).

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Year of publication:	1972
Authors:	Davis, A. W.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 2.1972, 4, p. 440-443
Publisher:	Elsevier
Keywords:	Exact distributions Wishart matrix ratio of root to trace Laplace transforms

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005153136