Accession Number : AD0717164

Title :   On the Exact Distributions of the Traces of S1(S1 + S2) sup (-1) and S1S2 sup (-1).

Descriptive Note : Final rept.,

Corporate Author : AEROSPACE RESEARCH LABS WRIGHT-PATTERSON AFB OHIO

Personal Author(s) : Krishnaiah,P. R. ; Chang,T. C.

Report Date : OCT 1970

Pagination or Media Count : 26

Abstract : In this paper, the authors derived the exact distributions of the traces of S1S2 sup (-1) and S1(S1 + S2) sup (-1) where S1 and S2 are independently distributed as central Wishart matrices and the expected values of these matrices are the same. The method used involves expressing the Laplace transformations in terms of the linear combinations of products of certain double integrals and then taking the inverse Laplace transformations. (Author)

Descriptors :   (*MATRICES(MATHEMATICS), THEOREMS), (*MULTIVARIATE ANALYSIS, STATISTICAL TESTS), INTEGRAL TRANSFORMS, DETERMINANTS(MATHEMATICS)

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE