Distribution of the Sum of Roots of a Determinantal Equation under a Certain Condition
Abstract
This paper is in continuation of the author's first two papers [1] and [2]. In this paper a method is described by which it is possible to derive the distribution of the sum of roots of a certain determinantal equation under the condition that $m = 0$. This condition implies, when the results are applied to canonical correlations, that the numbers of variates in the two sets differ by unity. The distributions for the sum of roots under this condition have been obtained for $l$ = 2, 3 and 4 and are given in this paper. This paper also derives the moments of these distributions.
Permanent link to this document: http://projecteuclid.org/euclid.aoms/1177729802
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Digital Object Identifier: doi:10.1214/aoms/1177729802
Mathematical Reviews number (MathSciNet): MR36965
Zentralblatt MATH identifier: 0038.29505
The Annals of Mathematical Statistics