Some distributions related to a noncentral wishart distribution
Titel:
Some distributions related to a noncentral wishart distribution
Auteur:
Dahel, S. Giri, N.
Verschenen in:
Communications in statistics
Paginering:
Jaargang 23 (1994) nr. 1 pagina's 229-237
Jaar:
1994
Inhoud:
In this paper, we consider the distribution of the elements of the random matrix, lower triangular with positive diagonal elements. This matrix T arises in the Bartlett's decomposition of random matrix W = TT' whose distribution is a noncentral Wishart. We shall consider the particular case in which the p-normal population has a mean of the form μ=(μ1,0,…,0)' and the identity matrix IP, as its covariance matrix. In section 4, we derive the distribution of det S, where [image omitted] and XαNp[(μ1,μ2,…,μp)',Σ]; together with the distribution of trS when Σ = Ip.
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