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A NOTE ON CONFIDENCE BOUNDS FOR CERTAIN RATIOS OF CHARACTERISTIC ROOTS OF COVARIANCE MATRICES
Author(s) -
Krishnaiah P. R.,
Pathak P. K.
Publication year - 1968
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1968.tb00092.x
Subject(s) - confidence interval , mathematics , covariance , combinatorics , statistics , covariance matrix , pure mathematics
Summary Let σ 1 , …, 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 ip and by using methods similar to those of Khatri (1965).