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On the structure of the Wishart distribution

โœ Scribed by D.N Shanbhag


Publisher
Elsevier Science
Year
1976
Tongue
English
Weight
406 KB
Volume
6
Category
Article
ISSN
0047-259X

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โœ Marianna Pensky ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 168 KB

We consider independent pairs (X 1 , 7 1 ), (X 2 , 7 2 ), ..., (X n , 7 n ), where each 7 i is distributed according to some unknown density function g(7) and, given 7 i =7, X i has conditional density function q(x | 7) of the Wishart type. In each pair the first component is observable but the seco