© 1980 by Biometrika Trust
MISCELLANEA |
A note on the application of the percentage points of the extreme roots of a Wishart matrix
Department of Computer Science and Experimental Statistics, University of Rhode Island Kingston
The actual percentage coverages attained in simultaneous confidence intervals on variance components with confidence level 1 2
are investigated by Monte Carlo techniques. The results show that the percentage points l and u of the extreme roots of a Wishart matrix at
levels of 0·10 and 0·15 yield 0·95 and 0·90 confidence intervals, respectively.
Key Words: Percentage coverage Simultaneous confidence interval Wishart matrix.