An explicit characterization is also obtained for the structure of 7 Y under which the distribution of Y$QY is Wishart. Assuming 7 Y positive definite, a necessary and sufficient condition is derived for every univariate quadratic from l $Y$QYl to be distributed as a multiple of a chi-square. For th
β¦ LIBER β¦
Wishart distributions associated with matrix quadratic forms
β Scribed by Joe Masaro; Chi Song Wong
- Book ID
- 104269820
- Publisher
- Elsevier Science
- Year
- 2003
- Tongue
- English
- Weight
- 141 KB
- Volume
- 85
- Category
- Article
- ISSN
- 0047-259X
No coin nor oath required. For personal study only.
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