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Details for article 1 of 8 found articles
| Title: |
A Lower Bound for the Distribution of a Partial Product of Latent Roots |
| Author: |
Saw, John G. |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 3 (1974) nr. 7 pages 665-669 |
| Year: |
1974 |
| Contents: |
A lower bound is given for the cumulative distribution of T=θ1θ2…θs, the product of the s largest solutions to |E-θ(E+H)|0 wherein E and H are Wishart variables with equal dispersion; E is centrally distributed; H has noncentrality matrix Δ and rank(Δ)≤r=m→s. The application is in tests of dimensionality, that is, tests concerning the rank Δ, on those occasions where large sample theory may not be pertinent. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 1 of 8 found articles
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