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
Pages
5
From page
413
To page
417
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
Serial Year
2003
Journal title
Journal of Multivariate Analysis
Record number
1557934
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