Exact Distribution of the Noncentral Complex Roy's Largest Root Statistic via Pieri's Formula
Published: Jul 29, 2025
Last Updated: Jul 29, 2025
Authors:Koki Shimizu, Hiroki Hashiguchi
Abstract
In this study, we derive the exact distribution and moment of the noncentral complex Roy's largest root statistic, expressed as a product of complex zonal polynomials. We show that the linearization coefficients arising from the product of complex zonal polynomials in the distribution of Roy's test under a specific alternative hypothesis can be explicitly computed using Pieri's formula, a well-known result in combinatorics. These results were then applied to compute the power of tests in the complex multivariate analysis of variance (MANOVA).