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Series representations of distributions of quadratic form in the normal vectors and generalised variance

โœ Scribed by C.G. Khatri

Book ID
107879990
Publisher
Elsevier Science
Year
1971
Tongue
English
Weight
651 KB
Volume
1
Category
Article
ISSN
0047-259X

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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