On Wishart distribution

Details On Wishart distribution On Wishart distribution

2010-10-09

arxiv.org/abs/1010.1799v1

Mathematics

Statistics Theory

11 pages

Scientific paper

This paper proposes a unified approach that enables the Wishart distribution
to be studied simultaneously in the real, complex, quaternion and octonion
cases. In particular, the noncentral generalised Wishart distribution, the
joint density of the eigenvalues and the distribution of the maximum eigenvalue
are obtained for real normed division algebras.

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