In this sense, the Wishart distribution can be considered a generalization of the Gamma distribution (take point 2 above and substitute normal random variables with multivariate normal random vectors, squares with outer products and the variance with the covariance matrix ). At the bottom of this p...
An Alternative Proof for a Known Result of Noncentral Wishart DistributionLeeT.-S.ChangK.-C.PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES
Then we establish the necessary properties of the singular Wishart distribution. Furthermore, we review the multivariate control charts used for monitoring. The simulation study in Section 4 compares the modified charts for the covariance matrix with the charts based on the transformed Gaussian ...
The complex normal distribution was introduced by the New Zealander Wooding [33]. The complex Wishart distribution derived from it is due to Goodman [5], [6] and Srivastava [27]. The mathematical properties of the complex Wishart distribution, including its eigenvalues, determinant, percentile ...
once it is known that Wishartness holds.The charac-terizations of Wishartness of Y$Q Y,given in Section 2(Theorems 1 and 2,Corollary 1), are all derived using only elementary properties of the Wishart distribution.Corollary 1 provides an explicit and complete charac-terization of the class ...