On the Marginal Distributions of the Latent Roots of the Multivariate Beta Matrix
Davis, A. W.
Ann. Math. Statist., Tome 43 (1972) no. 6, p. 1664-1670 / Harvested from Project Euclid
The marginal distributions of the latent roots of the multivariate beta matrix are shown to constitute a complete system of solutions of an ordinary differential equation (d.e.), which is related to the author's d.e.'s for Hotelling's generalized $T_0^2$ and Pillai's $V^{(m)}$ statistics. Results may be derived for the latent roots of the multivariate $F$ and Wishart matrices $(\Sigma = I)$. Pillai's approximations to the distributions of the largest and smallest roots are interpreted as exact solutions, the contributions of higher order solutions being neglected.
Publié le : 1972-10-14
Classification: 
@article{1177692399,
     author = {Davis, A. W.},
     title = {On the Marginal Distributions of the Latent Roots of the Multivariate Beta Matrix},
     journal = {Ann. Math. Statist.},
     volume = {43},
     number = {6},
     year = {1972},
     pages = { 1664-1670},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177692399}
}
Davis, A. W. On the Marginal Distributions of the Latent Roots of the Multivariate Beta Matrix. Ann. Math. Statist., Tome 43 (1972) no. 6, pp.  1664-1670. http://gdmltest.u-ga.fr/item/1177692399/