On the Exact Distribution of the Smallest Root of the Wishart Matrix Using Zonal Polynomials,
Abstract
The authors gave an expression for the density of the smallest root of the Wishart matrix in terms of the zonal polynomials when m = (n-p-1)/2 is an integer; here p denotes the number of variates and n is the degrees of freedom. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Oct 01, 1970
- Accession Number
- AD0717703
Entities
People
- Paruchuri R. Krishnaiah
- T. C. Chang
Organizations
- Air Force Research Laboratory