NUMERICAL COMPUTATION ON DISTRIBUTIONS OF THE LARGEST AND THE SMALLEST LATENT ROOTS OF THE WISHART MATRIX

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概要

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• Discussion is made upon numerical computation for the distributions of the smallest and the largest latent roots of Wishart random matrices by numerically evaluating the series in zonal polynomials of high degree. Graphs for bivariate to quadrivariate distributions of the smallest latent root and for trivariate ones of the latter are shown for several values of parameters.

• 日本計算機統計学会の論文

著者

• Niki Naoto

  Faculty Of Engineering Tokyo University Of Science

• Hashiguchi Hiroki

  Graduate School Of Science And Engineering Saitama University

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