Critical value at critical level alpha of the first eigenvalue of Wishart distribution by Mathematica

Return the quantile of the critical level

qMfeW(alpha, n_min = 5, n_max = 10)

Arguments

alpha

a numeric number of critical level.

n_min

the smaller number of the Wishart distribution

n_max

the larger number of the Wishart distribution

Value

the quantile of the critical level

See also

Other Yan Liu: MfeW()

Examples

if (FALSE) {
qMfeW(0.95)
}