出版社：Defence Scientific Information & Documentation Centre
摘要：The latent of distribution of latent roots of the covariance martix of normal variables, when a hypothetical linear function of the variables is eliminated, is derived in this paper. The relation between original roots and the residual roots- after elimination of, is also derived by an analytical method. An exact test for the goodness of fit of a single nonisotropic hypothetical principal components, using the residual roots, is then obtained.
