On the Distribution of Roy's Largest Root Test in Manova and in Signal Detection in Noise

On the Distribution of Roy's Largest Root Test in Manova and in Signal Detection in Noise

Neyman Seminar
Apr 20, 2011, 04:10 PM - 05:00 PM | 1011 Evans Hall | Happening As Scheduled
Boaz Nadler, Department of Computer Science and Applied Mathematics, Weizmann Institute of Science
Roy’s largest root is one of the four most common tests in multivariate analysis of variance (MANOVA), with applications in many other problems, including signal detection in noise. The other three popular tests, namely Wilks Lambda, Hotelling-Lawley trace and Pillai-Bartlett trace, have been thoroughly studied, and accurate F-type approximations to their distributions have been derived. In...