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Asymptotic expansions for the distributions of latent roots ofS h S −1 e and of certain test statistics in MANOVA

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Abstract

S e andS n are independent central and noncentral Wishart matrices having Wishart distributionsW p (n e , Σ) andW p (n h , Σ; Ω) respectively. Asymptotic expansions are given for the distributions of latent roots ofS h S −1 e and of certain test statistics in MANOVA under the assumption thatn=n e +n h becomes large with a fixed ration e ∶n h =e∶h(e+h=1,e>0,h>0) andΩ=O(n).

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Authors and Affiliations

  1. Osaka City University Medical School, Osaka, Japan

    Takafumi Isogai

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  1. Takafumi Isogai
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Isogai, T. Asymptotic expansions for the distributions of latent roots ofS h S −1 e and of certain test statistics in MANOVA. Ann Inst Stat Math 29, 235–246 (1977). https://doi.org/10.1007/BF02532786

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  • DOI: https://doi.org/10.1007/BF02532786

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