Title of article
A derivation of anti-Wishart distribution
Author/Authors
Yu، نويسنده , , Soonyu and Ryu، نويسنده , , Jaena and Park، نويسنده , , Kyoohong، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2014
Pages
5
From page
121
To page
125
Abstract
In this study, we introduce a derivation of real and complex anti-Wishart distribution, which can be summarized as integration of Dirac delta function in sample space with ‘Bartlett coordinate setting’. As a result, we can show that it extremely simplifies the derivation of anti-Wishart distribution in comparison with conventional ones.
Keywords
Wishart distribution , Bartlett decomposition , complex Wishart distribution , Anti-Wishart distribution , Dirac Delta function
Journal title
Journal of Multivariate Analysis
Serial Year
2014
Journal title
Journal of Multivariate Analysis
Record number
1566837
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