On the Distribution of the Characteristic Roots of Normal Second-Moment Matrices

Abstract

Distributions of characteristic roots have been obtained by Girshick [1], Fisher [2], Hsu [3], and Roy [4]. The present paper outlines an alternative derivation of these distributions which is somewhat more elementary than those that have been published and which may have some pedagogical utility. The primary object of the paper, however, is to obtain the normalizing constants for these distributions; though the correct values of the constants have been published in the references cited above, no convincing derivation seems to have been recorded.