On the Exact Distributions of the Ratios of the Individual Roots to the Trace of the Complex and Real Wishart Matrices.

摘要

In the paper,the authors derived expressions for the densities of the ratios of the intermediate roots to the trace of the real Wishart matrix and gave percentage points of these distributions. They have also derived the distributions of the ratios of the individual roots to the trace of the complex Wishart matrix and gave percentage points of these distributions. Applications of these distributions in signal detection and other problems are also discussed. Finally,the authors illustrated the usefulness of some of the tables in analyzing the data on the vibrations of different locations of the cargo deck of a C-5A transport aircraft. (Author)