A general distribution which will be called the noncentral generalized Laplacian (NGL) is introduced and its properties studied. Then a set of results are obtained which will give the necessary and sufficient conditions for a bilinear expression or a quadratic expression to be distributed as a NGL.
The exact distribution of indefinite quadratic forms in noncentral normal vectors
โ Scribed by Serge B. Provost; Edmund M. Rudiuk
- Publisher
- Springer Japan
- Year
- 1996
- Tongue
- English
- Weight
- 519 KB
- Volume
- 48
- Category
- Article
- ISSN
- 0020-3157
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