Abstract #300715

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JSM 2002 Abstract #300715
Activity Number: 321
Type: Contributed
Date/Time: Wednesday, August 14, 2002 : 12:00 PM to 1:50 PM
Sponsor: Section on Statistical Computing*
Abstract - #300715
Title: Some New Tables of the Largest Root of a Matrix in Multivariate Analysis : A Computer Approach from 2 to 6
Author(s): William Chen*+
Affiliation(s): Internal Revenue Service
Address: P.O. Box 2608, Washington, District of Columbia, 20013,
Keywords: Characteristic Root ; Extended Tables ; Fisher-Girshick-Shu-Roy Distribution ; Percentile Points
Abstract:

The distribution of the non-null characteristic roots of a matrix derived from sample observations taken from multivariate normal populations is of fundamental importance in multivariate analysis. The Fisher-Girshick-Shu-Roy distribution, which has interested statisticians for more than six decades, is revisited in this study. Instead of using K.C.S. Phillai's method by neglecting higher order terms of the c.d.f. of the largest root to approximate the percentile points, we simply keep the whole c.d.f., then apply its natural property to find all the needed percentile points. For the duplicated percentile points, we found our results consistent to the existent tabulation. However, we have greatly extended the tables.

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