The distribution of the ratio of independent central wishart determinants |
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Authors: | Chyi Hung Hsu Martin S. Levy James W Neill |
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Affiliation: | 1. Department of Quantitative Analysis and Information Systems , University of Cincinnati , Cincinnati , Ohio , 45221-0130;2. Department of Statistics , Kansas State University , Manhattan , Kansas , 66506 |
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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 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. |
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Keywords: | Wishart distribution multivariate statistics generalized variances approximation |
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