Upper percentage points of the largest root of a matrix in multivariate analysis
PILLAI, K. C. SREEDHARAN; Purdue University
Журнал:
Biometrika
Дата:
1967
Аннотация:
The general expressions obtained by Pillai (1965) for approximating at the upper end to the C.D.F. of the largest of s characteristic roots of a matrix jointly distributed according to the Fisher-Girshick-Hsu-Roy distribution, have been used to compute upper 5 and 1 % points of the largest root for s up to 20, of which those for s = 14, 16, 18 and 20 are presented in this paper. Methods of interpolation for obtaining such percentage points for intermediate values of s have been suggested and errors of interpolation and approximation discussed.
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