(1) University of the Orange Free State, Free State, South Africa
Abstract:
Summary Crowther 2] studied the distribution of a quadratic form in a matrix normal variate. This, in some sense, is extended by
De Waal 4]. They represented the density function of this quadratic form in terms of generalized Hayakawa polynomials. Application
of some specific results of these authors facilitates the derivation of distributions of quadratic forms of the matric-t variate. Attention is also given to the distributions of the characteristic roots and the trace of this quadratic matrix.
Special cases are considered and some useful integrals are formulated.
Financially supported by the CSIR and the University of the Orange Free State