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On the exact and approximate distributions of the product of a Wishart matrix with a normal vector - MaRDI portal

On the exact and approximate distributions of the product of a Wishart matrix with a normal vector (Q391862)

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scientific article; zbMATH DE number 6244533
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English
On the exact and approximate distributions of the product of a Wishart matrix with a normal vector
scientific article; zbMATH DE number 6244533

    Statements

    On the exact and approximate distributions of the product of a Wishart matrix with a normal vector (English)
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    13 January 2014
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    Wishart distribution
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    multivariate normal distribution
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    stochastic representation
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    integral approximation
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