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Quadratic forms of a matric-t variate
Authors:D G Marx
Institution:(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
Keywords:Matric-t distributions  matrix normal distribution  Wishart distribution  quadratio forms  generalized Hayakawa polynomial  zonal polynomial  hypergeometric function  characteristic roots  limiting distribution
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