The Annals of Mathematical Statistics
- Ann. Math. Statist.
- Volume 30, Number 4 (1959), 1135-1140.
On the Moments of the Trace of a Matrix and Approximations to its Distribution
The first four moments of the sum of $s$ non-null latent roots of a matrix occurring in multivariate analysis are studied. In particular, the first four moments of the sum of six roots are found, and are used to compare the upper percentage points obtained directly from the moment ratios with those from Pillai's approximate distribution.
Ann. Math. Statist., Volume 30, Number 4 (1959), 1135-1140.
First available in Project Euclid: 27 April 2007
Permanent link to this document
Digital Object Identifier
Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
Pillai, K. C. S.; Mijares, Tito A. On the Moments of the Trace of a Matrix and Approximations to its Distribution. Ann. Math. Statist. 30 (1959), no. 4, 1135--1140. doi:10.1214/aoms/1177706097. https://projecteuclid.org/euclid.aoms/1177706097