Abstract
In this article, we extend the results on the noncentral Wishart distribution and related distributions given in Anderson (Anderson, T. W. (1946). The noncentral Wishart distribution and certain problems multivariate statistics. Ann. Math. Statist. 17:409–431) and Dahel and Giri (Dahel, S., Giri, N. (1994). Some distribution related to a noncentral Wishart distribution. Commun. Statist.—Theory Meth. 23:229–237). Let and A = Y′Y where y(i) is an m × 1 random vector and independently follows a normal distribution . For a more general matrix than that considered by Dahel and Giri (1994), we derive a kind of the density function of the noncentral Wishart distribution, and give the distributions of the Bartlett's decomposition, the determinant and the trace of A.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.