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Expressions for some hypergeometric functions of matrix argument with applications
Authors:Robb J Muirhead
Institution:Yale University USA
Abstract:Reasonably simple expressions are given for some hypergeometric functions when the size of the argument matrix or matrices is two. Applications of these expressions in connection with the distributions of the latent roots of a 2 × 2 Wishart matrix are also given.
Keywords:62H10  33A30  15A18  Hypergeometric functions  matrix arguments  latent roots  Wishart distribution
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