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SOME PROBLEMS IN THE CHARACTERIZATION OF THE WISHART DISTRIBUTION | ||
| Journal of Kufa for Mathematics and Computer | ||
| Article 1, Volume 1, Issue 1, 2013, Pages 91-97 | ||
| Author | ||
| Nadia Abud Habeeb AL-Mousaway | ||
| Abstract | ||
| ABSTRACT: Under the multivariate linear model A number of characterization of the distribution of have been made based on the properties of the statistics and when and be two linear functions defined on as follows and . Generalizations of these problems to the multivariate case have been made by several authors by extending the techniques used in the univariate case. In my paper I shall consider some other generalization, which possibly require development of new techniques ,if be independent and identically distributed p-vector r.v.,s such that ,where A and B are nonsingular matrices. In special case when , A is symmetric and the egen values do not take values . Under these conditions that has an m.n.d. in the present paper we shall consider a few other cases. | ||
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