Matrix Variate Distributions (Monographs and Surveys in Pure and Applied Mathematics) - Hardcover

Gupta, A K; Nagar, D K

Hardcover

ISBN 10: 1584880465 ISBN 13: 9781584880462

Publisher: Chapman and Hall/CRC, 1999

Synopsis

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.

About this title

Review:

"This book is about probability distributions for random matrices." Biometrics, Vol. 56, No. 3, September 2000 "I am sure that the book will be welcomed by specialists, because of its systematic and thorough coverage of the different distributions." Biometrics, Vol. 56, No. 3, September 2000 Promo Copy

About this edition

• Publisher: Chapman and Hall/CRC
• Publication date: 1999
• ISBN 10: 1584880465
• ISBN 13: 9781584880462
• Binding: Hardcover
• Edition number: 1
• Number of pages: 384