Series Expansion for a Hypergeometric Function of Matrix Argument with Applications

Rameshwar D. Gupta, Donald St P. Richards

Research output: Contribution to journalArticle

3 Scopus citations

Abstract

A series expansion is obtained for the confluent hypergeometric function of the second kind when the argument is a 2 times 2 positive definite matrix. Applications are made to the distributions of Hotelling's generalized T02 statistic, and the smallest latent root of the covariance matrix.

Original languageEnglish (US)
Pages (from-to)216-220
Number of pages5
JournalAustralian Journal of Statistics
Volume24
Issue number2
DOIs
StatePublished - Jun 1982

All Science Journal Classification (ASJC) codes

  • Statistics and Probability

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