Exact distributional computations for Roy's statistic and the largest eigenvalue of a Wishart distribution (Q692963)

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scientific article; zbMATH DE number 6113566
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Exact distributional computations for Roy's statistic and the largest eigenvalue of a Wishart distribution
scientific article; zbMATH DE number 6113566

    Statements

    Exact distributional computations for Roy's statistic and the largest eigenvalue of a Wishart distribution (English)
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    6 December 2012
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    Roy's test
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    largest eigenvalue of a Wishart
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    \(_2 F_1\) and \(_1 F_1\) hypergeometric functions
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    convergence acceleration
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