Accession Number:

AD0739440

Title:

A Disguised Wishart Variable and a Related Theorem.

Descriptive Note:

Technical rept.,

Corporate Author:

WISCONSIN UNIV MADISON DEPT OF STATISTICS

Personal Author(s):

Report Date:

1971-08-01

Pagination or Media Count:

14.0

Abstract:

In considering the construction of a tolerance region of beta-expectation from the Bayesian point of view, the authors were confronted with finding the distribution of the kxk matrix of random variables R PVP, where PP Sigma sup -1, and where the kxk matrix Sigma sup -1 has the Wishart distribution, matrix n-1V sup-1, and degrees of freedom n-1, with V a symmetric kxk positive definite matrix of constants. In the paper, the authors find this distribution for the case where P is a lower triangular matrix with positive diagonal elements. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE