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文章基本信息

  • 标题:Distributions of Ratios: From Random Variables to Random Matrices
  • 本地全文:下载
  • 作者:Thu Pham-Gia ; Noyan Turkkan
  • 期刊名称:Open Journal of Statistics
  • 印刷版ISSN:2161-718X
  • 电子版ISSN:2161-7198
  • 出版年度:2011
  • 卷号:1
  • 期号:2
  • 页码:93-104
  • DOI:10.4236/ojs.2011.12011
  • 出版社:Scientific Research Publishing
  • 摘要:The ratio R of two random quantities is frequently encountered in probability and statistics. But while for unidimensional statistical variables the distribution of R can be computed relatively easily, for symmetric positive definite random matrices, this ratio can take various forms and its distribution, and even its definition, can offer many challenges. However, for the distribution of its determinant, Meijer G-function often provides an effective analytic and computational tool, applicable at any division level, because of its reproductive property.
  • 关键词:Matrix Variate; Beta Distribution; Generalized-F Distribution; Ratios; Meijer G-Function; Wishart Distribution; Ratio
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