Trace of the Wishart Matrix and Applications  

作　　者：T. Pham-Gia Dinh N. Thanh Duong T. Phong 

机构地区：[1]Université de Moncton, Moncton, Canada [2]University of Science, Hochiminh City, Vietnam [3]Ton Duc Thang University, Hochiminh City, Vietnam

出　　处：《Open Journal of Statistics》2015年第3期173-190,共18页统计学期刊（英文）

摘　　要：The trace of a Wishart matrix, either central or non-central, has important roles in various multi-variate statistical questions. We review several expressions of its distribution given in the literature, establish some new results and provide a discussion on computing methods on the distribution of the ratio: the largest eigenvalue to trace.The trace of a Wishart matrix, either central or non-central, has important roles in various multi-variate statistical questions. We review several expressions of its distribution given in the literature, establish some new results and provide a discussion on computing methods on the distribution of the ratio: the largest eigenvalue to trace.

关 键 词：TRACE Wishart MATRIX SPHERICITY LATENT Roots A-Hypergeometric Functions HUMBERT Function 

分 类 号：O1[理学—数学]