THE NEW TABLE FOR UPPER PROBABILITY POINTS OF THE LARGEST ROOT OF
A DETERMINANTAL EQUATION WITH SEVEN
by William W. Chen.
Abstract:
IWe revisit the Fisher-Girshick-Hsu-Roy distribution(1939),
which has interested statisticians for more than six decades. Instead of
using K.C.S. Pillai’s method of neglecting higher order terms of the
cumulative distribution function(c.d.f.) of the largest root to approximate
the percentage points, we simply keep the whole c.d.f. and apply its natural
non-decreasing property to calculate the exact probabilities. At the
duplicated percentage points, we found our computed percentage points to
be consistent with existing tables. However our tabulations have greatly
extended the existing tables.
Key Words:
Characteristic roots, extended tables, Fisher-Girshick-Hsu-Roy
Distribution, Percentage points
Author:
William W. Chen, william.w.chen@irs.gov
Editor:
Khattree Ravi,khattree@oakland.edu
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