THE RESIDUAL EFFECT OF A GROWTH-DECAY MECHANISM AND THE DISTRIBUTIONS OF COVARIANCE-STRUCTURES

被引：11

作者：

MATHAI, AM ^{[1
]}

机构：

[1] MCGILL UNIV,MONTREAL H3A 2T5,QUEBEC,CANADA

来源：

CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE | 1993年 / 21卷 / 03期

关键词：

GAMMA-DIFFERENCE; GENERALIZED LAPLACIAN; BILINEAR FORMS; COVARIANCE STRUCTURES;

D O I：

10.2307/3315753

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The product of two independent or dependent scalar normal variables, sums of products, sample covariances, and general bilinear forms are considered. Their distributions are shown to belong to a class called generalized Laplacian. A growth-decay mechanism is also shown to produce such a generalized Laplacian. Sets of necessary and sufficient conditions are derived for bilinear forms to belong to this class. As a generalization, the distributions of rectangular matrices associated with multivariate normal random vectors are also discussed.

引用

页码：277 / 283

页数：7

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