OPTIMAL BOUNDS FOR THE DISTRIBUTIONS OF SOME TEST CRITERIA FOR TESTS OF DIMENSIONALITY
成果类型：
Article
署名作者：
SCHOTT, JR
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
发表日期：
1984
页码：
561567
关键词：
摘要：
Optimal upper bounds are obtained for the distributions of 2 functions of the m-r smallest latent roots of HE-1, where E and H have Wishart distributions with identical covariance matrices; E has a central distribution while H has a noncentral distribution with unknown noncentrality matrix .DELTA. of rank r. These bounds are then used to investigate the chi-squared approximation for some test criteria used in tests of dimensionality. This mathematical model can be used in population studies.