Thread Subject:

Storing File for Distribution

Hi,

There is a recently developed distribution which represents the limiting distribution for the standardized form of the largest eigenvalue from a covraince matrix having a central white Wishart distribution. This distribution, called the Tracy Widom distribution, has proved very useful in a number of important applications (such as principal component analysis, theoretical physics, etc), but to date, nobody has made this distribution's values available to the general public. Since this distribution is non-trivial to compute and very useful, I would like to remedy this situation.

I am curious if MatLab Central allows one to submit distributions such as this one, so there is at least some public place where people can find and download such data.

Thank you,

Matthew T. Brenneman

"Matthew Brenneman" <mtbrenneman@gmail.com> wrote in message <h29uop$gi1$1@fred.mathworks.com>...
> Hi,
>
> There is a recently developed distribution which represents the limiting distribution for the standardized form of the largest eigenvalue from a covraince matrix having a central white Wishart distribution. This distribution, called the Tracy Widom distribution, has proved very useful in a number of important applications (such as principal component analysis, theoretical physics, etc), but to date, nobody has made this distribution's values available to the general public. Since this distribution is non-trivial to compute and very useful, I would like to remedy this situation.
>
> I am curious if MatLab Central allows one to submit distributions such as this one, so there is at least some public place where people can find and download such data.
>
> Thank you,
>
> Matthew T. Brenneman

well, as long as you do not infringe on copyright issues...

us

"Matthew Brenneman" <mtbrenneman@gmail.com> wrote in message
news:h29uop$gi1$1@fred.mathworks.com...
> Hi,
>
> There is a recently developed distribution which represents the limiting
> distribution for the standardized form of the largest eigenvalue from a
> covraince matrix having a central white Wishart distribution. This
> distribution, called the Tracy Widom distribution, has proved very useful
> in a number of important applications (such as principal component
> analysis, theoretical physics, etc), but to date, nobody has made this
> distribution's values available to the general public. Since this
> distribution is non-trivial to compute and very useful, I would like to
> remedy this situation.
>
> I am curious if MatLab Central allows one to submit distributions such as
> this one, so there is at least some public place where people can find and
> download such data.

If you're looking to distribute an M-file or MEX-file that allows someone to
evaluate the PDF/CDF/etc. for this distribution, that would seem reasonable
for MATLAB Central.

If you're looking to distribute a paper about this distribution (without any
M- or MEX-file) then MATLAB Central probably isn't the right place. In this
case, I'd look at someplace like arXiv.org, which has a Statistics
subcategory in the Mathematics category.

http://arxiv.org/

--
Steve Lord
slord@mathworks.com

Thanks for the responses,

There are no copyright problems and the item I want to store is simply a look-up table (comparable to the cdf for a standardized normal rv). Although a fair number of statisticians keep promising they are going to make this table available, they haven't. I am going to cite this location within a refereed journal paper (so people know where to go to download it) and in the description of the file contents, I will also cite the source from I obtained the table (to give the people who actually did the work credit), but the actual info stored will be a simple table.

Thank you again for your input,

Matt Brenneman

"Steven Lord"
> If you're looking to distribute a paper about this distribution (without any
> M- or MEX-file) then MATLAB Central probably isn't the right place. In this
> case, I'd look at someplace like arXiv.org, which has a Statistics
> subcategory in the Mathematics category...

but - steve - what about others... a random example:

http://www.mathworks.com/matlabcentral/fileexchange/23800

this is a simple PDF, and an excerpt of a TMW newsletter, to boot, which is already available online

http://www.mathworks.com/company/newsletters

as ever, just a thought...
urs