Title: The distribution of the ratio of independent central wishart determinants
Abstract:Ratios of independent central Wishart determinants are useful statistics in multivariate analyses, particularly in the study of multivariate linear models. A method based on the inversion of character...Ratios of independent central Wishart determinants are useful statistics in multivariate analyses, particularly in the study of multivariate linear models. A method based on the inversion of characteristic functions is outlined for deriving new experessions for the probability distribution functions of the logarithms of these statistics. Accurate tables of the percentiles of these distributions have been obtained covering many bivariate and trivariate cases which have been computed by approximating these expression.Read More
Publication Year: 1988
Publication Date: 1988-01-01
Language: en
Type: article
Indexed In: ['crossref']
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Cited By Count: 2
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