| File | |
| Title |
行列成分のΓ-分布とその関連分布について
|
| Title |
On the Γ-distribution of Matrix Argument and Its Related Distributions
|
| Title Transcription |
ギョウレツ セイブン ノ Γ ブンプ ト ソノ カンレン ブンプ ニツイテ
|
| Creator |
Asoo Yasuhiro
|
| Source Title |
島根大学文理学部紀要. 理学科編
Memoirs of the Faculty of Literature and Science, Shimane University. Natural sciences
|
| Volume | 2 |
| Start Page | 1 |
| End Page | 13 |
| Journal Identifire |
ISSN 03709434
|
| Descriptions |
Recently we have many results of the distribution of the quadratic forms of vector variates with multivariate normal distribution after A. T. James and others. These distributions are related to the Wishart distribution. The Wishart distribution play the analogous role to the Chi-square distribution in the univariate case. C. S. Herz [H] discusses exhaustively properties of the Bessel function of matrix argument. It is well known that we can derive the Γ-distribution, the B-distribution and the F-distribution in the unified manner in the univariate case. In this paper, we treat the unified derivation of the Γ-distribution, the B-distribution and the F-distribution of matrix argument. Some results may be contained in the paper by I.･Olkin and H. Rubin [O].
|
| Language |
eng
|
| Resource Type | departmental bulletin paper |
| Publisher |
島根大学文理学部
The Faculty of Literature and Science, Shimane University
|
| Date of Issued | 1969-03-10 |
| Access Rights | open access |
| Relation |
[NCID] AN0010806X
|
