The Annals of Mathematical Statistics

On the Moments of the Trace of a Matrix and Approximations to its Distribution

K. C. S. Pillai and Tito A. Mijares

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Abstract

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.

Article information

Source
Ann. Math. Statist., Volume 30, Number 4 (1959), 1135-1140.

Dates
First available in Project Euclid: 27 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aoms/1177706097

Digital Object Identifier
doi:10.1214/aoms/1177706097

Mathematical Reviews number (MathSciNet)
MR108867

Zentralblatt MATH identifier
0225.62070

JSTOR
links.jstor.org

Citation

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


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