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. Pillaiís 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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