Volume : 5, Issue : 1, January - 2016

Mellin Transformation for Extreme Values of Eigenvalues and Upper Percentile Points

William W. S. Chen

Abstract :

<p>In this paper, we define the Mellin Transformation, then use it to derive the joint distribution of two eigenvalues. This form of distribution was first defined by Roy(1939), Hsu(1939), and Fisher(1939). We also tabulate the upper percentile points of this distribution that was partially done by Pillai K.C.S. (1956).</p>