Research work · 1992
A Turbo Pascal Unit for Approximating the Cumulative Distribution Function of Roy'S Largest Root Criterion
J. Gary Lutz
Educational and Psychological Measurement
Abstract
A unit is described which approximates the cumulative distribution function of Roy's largest root criterion using results given by Pillai (1965). Functions within the unit can be used to find cumulative (and tail) probabilities for a sample value of Roy's criterion or the critical value of Roy's criterion for a given level of significance. As the only approximations to this distribution currently exist in tabular or chart form, the unit has utility for both data analysts and programmers. A demonstration program is included.