On the trace of a Wishart

被引：10

作者：

Glueck, DH ^{[1
]}

Muller, KE ^{[1
]}

机构：

[1] Univ Med & Dent New Jersey, Robert Wood Johnson Med Sch, Piscataway, NJ 08854 USA

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1998年 / 27卷 / 09期

关键词：

characteristic function; central; noncentral; pseudo; singular;

D O I：

10.1080/03610929808832218

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A derivation based on spectral decomposition allows specifying the characteristic function of the trace of a singular or nonsingular, central or noncentral, true or pseudo-Wishart. The trace equals a weighted sum of noncentral chi-squared random variables and constants. We describe computational methods.

引用

页码：2137 / 2141

页数：5

共 16 条

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[3]

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[4]

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[5]

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[6]

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[9] FURTHER RESULTS ON THE TRACE OF A NON-CENTRAL WISHART MATRIX [J].

MATHAI, AM ;

PILLAI, KCS .

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[10]

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