Percentage Points of the Joint Distribution of the Extreme Roots of the Random Matrix S(1)(S(1)+S(2))(Sup(-1))

摘要

Let S(1) and S(2) be independently distributed as central Wishart matrices with n(1) and n(2) degrees of freedom respectively. Also, let theta sub 1 and theta sub p be the smallest and largest roots of S(1)(S(1) + S(2)) sup(-1). In this report, the authors give tables for the exact values of A for p = 2 (1) 10, alpha = 0.10,0.05, 0.025, 0.01, r = 0 (1) 5,7,10,15, n = 5 (1) 10 (2) 20 (5) 50 where r = (n(1)- p - 1)/2, n = (n(2)- p - 1)/2 and P(1 - A