Random Orthogonal Transformations and their use in Some Classical Distribution Problems in Multivariate Analysis

Wijsman, Robert A.

Ann. Math. Statist., Tome 28 (1957) no. 4, p. 415-423 / Harvested from Project Euclid

Résumé

Orthogonal matrices having elements depending on certain random vectors provide a useful tool in various distribution problems in multivariate analysis. The method is applied to the derivation of the distributions of Hotelling's $T^2$ and Wilks' generalized variance, the Bartlett decomposition, and the Wishart distribution.

Publié le : 1957-06-14
Classification:

@article{1177706969,
     author = {Wijsman, Robert A.},
     title = {Random Orthogonal Transformations and their use in Some Classical Distribution Problems in Multivariate Analysis},
     journal = {Ann. Math. Statist.},
     volume = {28},
     number = {4},
     year = {1957},
     pages = { 415-423},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177706969}
}

Wijsman, Robert A. Random Orthogonal Transformations and their use in Some Classical Distribution Problems in Multivariate Analysis. Ann. Math. Statist., Tome 28 (1957) no. 4, pp.  415-423. http://gdmltest.u-ga.fr/item/1177706969/