追寻维沙特分布的踪迹
ON THE TRACE OF A WISHART.
作者信息
Glueck Deborah H, Muller Keith E
机构信息
Room N-101A, Robert Wood Johnson Medical School, University of Medicine and Dentistry of NJ, 675 Hoes Lane, Piscataway, NJ 08854.
Dept. of Biostatistics, CB#7400, University of North Carolina, Chapel Hill, NC 27599.
出版信息
Commun Stat Theory Methods. 2018;27(9):2137-2141. doi: 10.1080/03610929808832218. Epub 2007 Jun 27.
Abstract
A derivation based on spectral decomposition allows specifying the characteristic function of the trace of a singular or nonsingular, central or noncentral, true or pseudo-Wishart. The trace equals a weighted sum of noncentral chi-squared random variables and constants. We describe computational methods.
摘要
基于谱分解的推导允许指定奇异或非奇异、中心或非中心、真实或伪威沙特矩阵迹的特征函数。该迹等于非中心卡方随机变量和常数的加权和。我们描述了计算方法。
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