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A NOTE ON CONFIDENCE BOUNDS FOR CERTAIN RATIOS OF CHARACTERISTIC ROOTS OF COVARIANCE MATRICES

Authors:	P R Krishnaiah P K Pathak

Institution:	Aerospace Research Laboratories and Indian Statistical Institute;Indian Statistical Institute and University of Illinois

Abstract:	Let σ₁, …, σ_k be the covariance matrices of k p -variate normal populations. Let Λ_ij be the j th largest characteristic root of σ_i (j=1, …, p; i=1, …, k). In this note we obtain simultaneous confidence intervals on (i)Λ_{i+1, p}/Λ_ipand by using methods similar to those of Khatri (1965).

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