Distributions of Some Matrix Variates and Latent Roots in Multivariate Behrens-Fisher Discriminant Analysis

Abstract

In this paper it is shown that some distributions of the matrix variates and latent roots arising in the multivariate Behrens-Fisher discriminant problem can be explicitly expressed in terms of the invariant polynomials with two matrix arguments, due to A. W. Davis, extending the zonal polynomials of matrix argument.