Title of article :
The distribution of symmetric matrix quotients
Author/Authors :
Gupta، نويسنده , , A.K. and Kabe، نويسنده , , D.G.، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2003
Abstract :
Phillips (J. Multivariate Anal. 16 (1985) 157) generalizes Cramerʹs (Mathematical Methods of Statistics, Princeton University Press, Princeton, NJ, 1946) inversion formula for the distribution of a quotient of two scalar random variables to the matrix quotient case. However, he gives the result for the asymmetric matrix quotient case. This note extends Phillips’ (1985) result to the symmetric matrix quotient case.
Keywords :
positive definite , Matrix variate , Transformation , Inversion formula , moment generating function , Density
Journal title :
Journal of Multivariate Analysis
Journal title :
Journal of Multivariate Analysis