Abstract
SYNOPTIC ABSTRACTA representation of the exact density of a linear function of independent matrix-variate gamma variables, in terms of hypergeometric function of many matrix variables, is considered. The result is obtained in terms of a φ2 function of many matrix variables. Connection of the linear function to generalized quadratic forms is pointed out. The exact moments and the exact density of the determinant of such a linear combination are also derived.
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More From: American Journal of Mathematical and Management Sciences
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