
Accession Number : AD0739440
Title : A Disguised Wishart Variable and a Related Theorem.
Descriptive Note : Technical rept.,
Corporate Author : WISCONSIN UNIV MADISON DEPT OF STATISTICS
Personal Author(s) : Tan,W. Y. ; Guttman,Irwin
Report Date : AUG 1971
Pagination or Media Count : 14
Abstract : In considering the construction of a tolerance region of betaexpectation from the Bayesian point of view, the authors were confronted with finding the distribution of the (kxk) matrix of random variables R = P'VP, where PP' = (Sigma sup 1), and where the (kxk) matrix (Sigma sup 1) has the Wishart distribution, matrix ((n1)V) sup1, and degrees of freedom (n1), with V a symmetric kxk positive definite matrix of constants. In the paper, the authors find this distribution for the case where P is a lower triangular matrix with positive diagonal elements. (Author)
Descriptors : (*STATISTICAL DISTRIBUTIONS, MATRICES(MATHEMATICS)), DISTRIBUTION THEORY, PROBABILITY DENSITY FUNCTIONS, TRANSFORMATIONS(MATHEMATICS), THEOREMS
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE