On the Exact Distributions of the Traces of S1(S1 + S2) sup (-1) and S1S2 sup (-1)

Abstract

In this paper, the authors derived the exact distributions of the traces of S1S2 sup (-1) and S1(S1 + S2) sup (-1) where S1 and S2 are independently distributed as central Wishart matrices and the expected values of these matrices are the same. The method used involves expressing the Laplace transformations in terms of the linear combinations of products of certain double integrals and then taking the inverse Laplace transformations.

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1970
Accession Number
AD0717164

Entities

People

  • Paruchuri R. Krishnaiah
  • T. C. Chang

Organizations

  • Air Force Research Laboratory

Tags

Communities of Interest

  • Space

DTIC Thesaurus Topics

  • Air Force
  • Analysis Of Variance
  • Applied Mathematics
  • Contracts
  • Data Science
  • Department Of Defense
  • Differential Equations
  • Equations
  • Information Science
  • Integrals
  • Laplace Transformation
  • Mathematics
  • Multivariate Analysis
  • Permutations
  • Security
  • Statistics
  • Test And Evaluation

Fields of Study

  • Mathematics

Readers

  • Linear Algebra
  • Mathematical Modeling and Probability Theory.