A Characterization of a Matric‐Variate Exponential Distribution

Research output: Contribution to journalArticle

Abstract

Suppose S is a positive definite m x m random matrix and S> Ω denotes the event that S—Ω is positive definite, Ω being a constant positive definite matrix. Under very mild regularity conditions, we show that the constraint Pr(S>Ω12

Original languageEnglish (US)
Pages (from-to)238-239
Number of pages2
JournalAustralian Journal of Statistics
Volume23
Issue number2
DOIs
StatePublished - Jan 1 1981

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Exponential distribution
Positive definite
Positive definite matrix
Regularity Conditions
Random Matrices
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All Science Journal Classification (ASJC) codes

  • Statistics and Probability

Cite this

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title = "A Characterization of a Matric‐Variate Exponential Distribution",
abstract = "Suppose S is a positive definite m x m random matrix and S> Ω denotes the event that S—Ω is positive definite, Ω being a constant positive definite matrix. Under very mild regularity conditions, we show that the constraint Pr(S>Ω1+Ω2",
author = "Donald Richards",
year = "1981",
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doi = "10.1111/j.1467-842X.1981.tb00782.x",
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A Characterization of a Matric‐Variate Exponential Distribution. / Richards, Donald.

In: Australian Journal of Statistics, Vol. 23, No. 2, 01.01.1981, p. 238-239.

Research output: Contribution to journalArticle

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