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Some generalized multiple integrals involving zonal polynomials

โœ Scribed by A.K. Gupta; D.G. Kabe

Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
217 KB
Volume
15
Category
Article
ISSN
0893-9659

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โœฆ Synopsis

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-vaxiate noncentral Dirichlet distribution. Chikuse [2] shows that such integrals find applications to the distribution of sum of Wishart matrices. (~) 2002 Elsevier Science Ltd. All rights reserved.

๐Ÿ“œ SIMILAR VOLUMES

A multiple integral involving zonal poly
A multiple integral involving zonal polynomials
โœ A.K Gupta; D.G Kabe ๐Ÿ“‚ Article ๐Ÿ“… 2004 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 198 KB

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 o