A Note on the Application of the Percentage Points of the Extreme Roots of a Wishart Matrix
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.