A general methodology for determining distributional forms with applications in reliability
โ Scribed by Dale O. Richards; James B. McDonald
- Publisher
- Elsevier Science
- Year
- 1987
- Tongue
- English
- Weight
- 735 KB
- Volume
- 16
- Category
- Article
- ISSN
- 0378-3758
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
Let the column vectors of X: M\_N, M<N, be distributed as independent complex normal vectors with the same covariance matrix 7. Then the usual quadratic form in the complex normal vectors is denoted by Z=XLX H where L: N\_N is a positive definite hermitian matrix. This paper deals with a representat
Consider the quadratic form Z=Y H (XL X H ) &1 Y where Y is a p\_m complex Gaussian matrix, X is an independent p\_n complex Gaussian matrix, L is a Hermitian positive definite matrix, and m p n. The distribution of Z has been studied for over 30 years due to its importance in certain multivariate s