The goal of this talk is to familiarize those in attendance with some common multivariate methods, such as principal component analysis, factor analysis, Hotelling’s T 2, etc. We’ll try to motivate ...

Let A and B be independent, central Wishart matrices in p variables with common covariance and having m and n degrees of freedom, respectively. The distribution of the largest eigenvalue of (A + B)⁻¹ ...