The distribution of the determinant of correlation matrix useful in principal component analysis
- 1 January 1976
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Simulation and Computation
- Vol. 5 (1) , 1-13
- https://doi.org/10.1080/03610917608812002
Abstract
The null distribution of the determinant of the sample correlation matrix useful for testing the hypothesis against the alternative , where ] denotes the population correlation matrix, in multivariate normal samples is obtained in series forms and percentage points computed for p = 3(1)8, α = 0.05 and 0.01 and various values of sample size, large as well as small. Comparison is also made with the approximate values using Box's series.Keywords
This publication has 2 references indexed in Scilit:
- A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIABiometrika, 1949
- CERTAIN GENERALIZATIONS IN THE ANALYSIS OF VARIANCEBiometrika, 1932