The distribution of matrix quotients (Q762855)
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scientific article; zbMATH DE number 3890537
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The distribution of matrix quotients |
scientific article; zbMATH DE number 3890537 |
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The distribution of matrix quotients (English)
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1985
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Cramér's inversion formula for the distribution of a quotient is generalized to matrix variates and applied to give an alternative derivation of the matrix t-distribution.
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distribution of matrix quotients
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characteristic functions
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Cramér's inversion formula
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matrix variates
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matrix t-distribution
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