A Note on the Application of the Percentage Points of the Extreme Roots of a Wishart Matrix
通过蒙特卡洛模拟，研究了Wishart矩阵极端根的百分比点在方差分量联合置信区间中的实际覆盖率，发现特定α水平下的百分比点能给出预期的置信区间。
The actual percentage coverages attained in simultaneous confidence intervals on variance components with confidence level 1 –2α are investigated by Monte Carlo techniques. The results show that the percentage points l and u of the extreme roots of a Wishart matrix at α levels of 0·10 and 0·15 yield 0·95 and 0·90 confidence intervals, respectively.