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 beta-expectation 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 ((n-1)V) sup-1, and degrees of freedom (n-1), 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