Results 11 to 20 of about 374 (52)
On a zonal polynomial integral
Journal of Applied Mathematics, Volume 2003, Issue 11, Page 569-573, 2003., 2003 A certain multiple integral occurring in the studies of Beherens‐Fisher multivariate problem has been evaluated by Mathai et al. (1995) in terms of invariant polynomials. However, this paper explicitly evaluates the context integral in terms of zonal polynomials, thus establishing a relationship between zonal polynomial integrals and invariant ...
A. K. Gupta, D. G. Kabe
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Null distribution of multiple correlation coefficient under mixture normal model
International Journal of Mathematics and Mathematical Sciences, Volume 30, Issue 4, Page 249-255, 2002., 2002 The multiple correlation coefficient is used in a large variety of statistical tests and regression problems. In this article, we derive the null distribution of the square of the sample multiple correlation coefficient, R2, when a sample is drawn from a mixture of two multivariate Gaussian populations.
Hydar Ali, Daya K. Nagar
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Matrix‐variate beta distribution
International Journal of Mathematics and Mathematical Sciences, Volume 24, Issue 7, Page 449-459, 2000., 2000 We propose matrix‐variate beta type III distribution. Several properties of this distribution including Laplace transform, marginal distribution and its relationship with matrix‐variate beta type I and type II distributions are also studied.
Arjun K. Gupta, Daya K. Nagar
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Distribution of LRC for testing sphericity of a complex multivariate Gaussian model
International Journal of Mathematics and Mathematical Sciences, Volume 8, Issue 3, Page 555-562, 1985., 1985 In this paper, exact null distribution of the likelihood ratio criterion for testing sphericity structure in a complex multivariate normal covariance matrix is obtained in computable series form. The method of inverse Mellin transform and contour integration has been used.
D. K. Nagar, S. K. Jain, A. K. Gupta
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On the noncentral distribution of the ratio of the extreme roots of wishart matrix
International Journal of Mathematics and Mathematical Sciences, Volume 4, Issue 1, Page 147-154, 1981., 1981 The distribution of the ratio of the extreme latent roots of the Wishart matrix is useful in testing the sphericity hypothesis for a multivariate normal population. Let X be a p × n matrix whose columns are distributed independently as multivariate normal with zero mean vector and covariance matrix ∑.
V. B. Waikar
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Improvement on Chi-Squared Approximation by Monotone Transformation [PDF]
, 1955 It is well known that Bartlett adjustment yields an improvement on the chi-squared approximations to the likelihood ratio test statistics. However, it is not possible to obtain such an improvement for some test statistics.
Fujisawa, Hironori
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On Bivariate Exponentiated Extended Weibull Family of Distributions [PDF]
, 2015 In this paper, we introduce a new class of bivariate distributions called the bivariate exponentiated extended Weibull distributions. The model introduced here is of Marshall-Olkin type.
Jafari, Ali Akbar, Roozegar, Rasool
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, 2020 Hypergeometric functions and zonal polynomials are the tools usually addressed in the literature to deal with the expected value of the elementary symmetric functions in non-central Wishart latent roots.
Di Nardo, E.
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Correction on Moments of minors of Wishart matrices
, 2012 Correction on Moments of minors of Wishart matrices by M. Drton and A. Goia (Ann. Statist. 36 (2008) 2261-2283), arXiv:math/0604488Comment: Published in at http://dx.doi.org/10.1214/12-AOS988 the Annals of Statistics (http://www.imstat.org/aos/) by the
Drton, Mathias, Goia, Aldo
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Quadratic distances on probabilities: A unified foundation [PDF]
, 2007 This work builds a unified framework for the study of quadratic form distance measures as they are used in assessing the goodness of fit of models.
Chen, Shu-Chuan +4 more
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