ABSTRACT
The exact probability density function of L was studied by Fisher (1939), Girshick (1938), Hsu (1939), and Roy (1939) when Σ is a scalar matrix, and James (1960) gave it for a general case of Σ by use of a 0F0-type hypergeometric function in terms of zonal polynomials. More details may be found in James (1964). The distributions of the maximum latent root l{ and the mimium latent root lm were obtained by Sugiyama (1967), Muirhead and Chikuse (1975), and Khatri (1972).
