Percentage points of the largest characteristic root of the multivariate beta matrix |
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Authors: | KCS Pillai Bernhard N Flury |
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Institution: | Purdue University West , Lafayette, Indiana, 47906 |
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Abstract: | Upper quantiles of the distribution of the largest root of the multivariate beta matrix are tabulated in this paper. The tables extend the existing ones in regard to the range of one of the two degrees of freedom and are especially useful in tests of equality of two covariance matrices based on Roy's largest root criterion. |
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Keywords: | percentage points largest root multivariate beta matrix |
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