Matrix Variate Distributions

·
· CRC Press
E-bog
384
Sider
Kvalificeret

Om denne e-bog

Useful in physics, economics, psychology, and other fields, random matrices play an important role in the study of multivariate statistical methods. Until now, however, most of the material on random matrices could only be found scattered in various statistical journals. Matrix Variate Distributions gathers and systematically presents most of the recent developments in continuous matrix variate distribution theory and includes new results.
After a review of the essential background material, the authors investigate the range of matrix variate distributions, including:
  • matrix variate normal distribution
  • Wishart distribution
  • Matrix variate t-distribution
  • Matrix variate beta distribution
  • F-distribution
  • Matrix variate Dirichlet distribution
  • Matrix quadratic forms
    With its inclusion of new results, Matrix Variate Distributions promises to stimulate further research and help advance the field of multivariate statistical analysis.
  • Useful in physics, economics, psychology, and other fields, random matrices play an important role in the study of multivariate statistical methods. Until now, however, most of the material on random matrices could only be found scattered in various statistical journals. Matrix Variate Distributi...

    Se mere

    Om forfatteren

    A K Gupta, D K Nagar
    A K Gupta, D K Nagar

    Bedøm denne e-bog

    Fortæl os, hvad du mener.

    Oplysninger om læsning

    Smartphones og tablets
    Installer appen Google Play Bøger til Android og iPad/iPhone. Den synkroniserer automatisk med din konto og giver dig mulighed for at læse online eller offline, uanset hvor du er.
    Bærbare og stationære computere
    Du kan høre lydbøger, du har købt i Google Play via browseren på din computer.
    e-læsere og andre enheder
    Hvis du vil læse på e-ink-enheder som f.eks. Kobo-e-læsere, skal du downloade en fil og overføre den til din enhed. Følg den detaljerede vejledning i Hjælp for at overføre filerne til understøttede e-læsere.