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Displaying similar documents to “A generalization of the Cauchy-Schwarz inequality.”

Some Marginal Densities of the Wishart Distribution Някои маргинални плътности на разпределението на Уишарт

Veleva, Evelina (2012)

Union of Bulgarian Mathematicians

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Евелина Илиева Велева - Разпределението на Уишарт се среща в практиката като разпределението на извадъчната ковариационна матрица за наблюдения над многомерно нормално разпределение. Изведени са някои маргинални плътности, получени чрез интегриране на плътността на Уишарт разпределението. Доказани са необходими и достатъчни условия за положителна определеност на една матрица, които дават нужните граници за интегрирането. Wishart distribution arises as the distribution of...