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Percentage points of the largest characteristic root of the multivariate beta matrix. (English) Zbl 0559.62040
Upper quantiles of the distribution of the largest root of the multivariate beta matrix are tabulated in this paper. The tables extend the existing ones in regard to the range of one of the two degrees of freedom and are especially useful in tests of equality of two covariance matrices based on Roy’s largest root criterion.

MSC:
62H10 Multivariate distribution of statistics
62Q05 Statistical tables
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