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Upper Percentage Points of the Largest Root of a Matrix in Multivariate Analysis

K. C. Sreedharan Pillai
Biometrika
Vol. 54, No. 1/2 (Jun., 1967), pp. 189-194
Published by: Oxford University Press on behalf of Biometrika Trust
DOI: 10.2307/2333862
Stable URL: http://www.jstor.org/stable/2333862
Page Count: 6
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Upper Percentage Points of the Largest Root of a Matrix in Multivariate Analysis
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Abstract

The general expressions obtained by Pillai (1965) for approximating at the upper end to the C.D.F. of the largest of $S$ characteristic roots of a matrix jointly distributed according to the Fisher-Girshick-Hsu-Roy distribution, have been used to compute upper 5 and 1% points of the largest root for $s$ up to 20, of which those for $s =$ 14, 16, 18 and 20 are presented in this paper. Methods of interpolation for obtaining such percentage points for intermediate values of $s$ have been suggested and errors of interpolation and approximation discussed.

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