The distribution of the largest latent root of the covariance matrix calculated from a sample from the normal normalitive multivariate population with population covariance matrix σ2 I are presented ...

We study sample covariance matrices of the form $W=(1/n)CC^{\intercal}$, where C is a k × n matrix with independent and identically distributed (i.i.d.) mean 0 ...

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Probability Distribution Notes: Probability is a fundamental aspect of mathematics that helps us understand and quantify uncertainty. Mastery of this subject is essential for students, as it has ...