Title: The central and non-central matrix variate Dirichlet type III distribution : theory and methods
Abstract:The methods of multivariate analysis depend upon the multivariate normal distribution. If a sample is drawn from a multivariate normal distribution, the sample covariance matrix has a Wishart distribu...The methods of multivariate analysis depend upon the multivariate normal distribution. If a sample is drawn from a multivariate normal distribution, the sample covariance matrix has a Wishart distribution. Therefore, this distribution plays an important role in inferential procedures. The matrix variate Beta distribution is closely connected to the Wishart distribution.Read More
Publication Year: 2009
Publication Date: 2009-01-01
Language: en
Type: article
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Cited By Count: 1
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