Subrahmaniam [1] records the expected values of certain zonal polynomials for the multivariate Dirichlet distribution. Actually, these results are expected values of certain zonal polynomials for the multivariate beta distribution. The present paper evaluates the expected values for a single matrix
โฆ LIBER โฆ
A multiple integral involving zonal polynomials
โ Scribed by A.K Gupta; D.G Kabe
- Publisher
- Elsevier Science
- Year
- 2004
- Tongue
- English
- Weight
- 198 KB
- Volume
- 17
- Category
- Article
- ISSN
- 0893-9659
No coin nor oath required. For personal study only.
โฆ Synopsis
A certain multiple integral evaluated by Chikuse [1, p. 402, equation (11)] is evaluated in this paper by two different methods. The value of this integral is expressed in terms of a single matrix argument zonal polynomial unlike Chikuse [1], who expresses this value in terms of a zonal poiynomial of two matrix arguments.
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