NON-CENTRAL MULTIVARIATE CHI-SQUARE AND GAMMA DISTRIBUTIONS
arXiv: Statistics Theory(2016)
摘要
A (p-1)-variate integral representation is given for the cumulative distribution function of the general p-variate non-central gamma distribution with a non-centrality matrix of any admissible rank. The real part of products of well known analytical functions is integrated over arguments from (-pi,pi). To facilitate the computation, these formulas are given more detailed for p=2 and p=3. These (p-1)-variate integrals are also derived for the diagonal of a non-central complex Wishart Matrix. Furthermore, some alternative formulas are given for the cases with an associated one-factorial (pxp)-correlation matrix R, i.e. R differs from a suitable diagonal matrix only by a matrix of rank 1, which holds in particular for all (3x3)-R with no vanishing correlation.
更多查看译文
关键词
gamma distributions,multivariate,non-central,chi-square
AI 理解论文
溯源树
样例
![](https://originalfileserver.aminer.cn/sys/aminer/pubs/mrt_preview.jpeg)
生成溯源树,研究论文发展脉络
Chat Paper
正在生成论文摘要