On the Distribution of two Random Matrices used in Classification Procedures

Sitgreaves, Rosedith

Ann. Math. Statist., Tome 23 (1952) no. 4, p. 263-270 / Harvested from Project Euclid

Résumé

Two classification statistics discussed in the literature can be written as functions of the elements of a $2 \cdot 2$ symmetric random matrix $M$. An analytic derivation is given of the distribution of $M$, and of a related matrix $M^\ast$, extending earlier work on distribution theory by Wald [1] and Anderson [2].

Publié le : 1952-06-14
Classification:

@article{1177729443,
     author = {Sitgreaves, Rosedith},
     title = {On the Distribution of two Random Matrices used in Classification Procedures},
     journal = {Ann. Math. Statist.},
     volume = {23},
     number = {4},
     year = {1952},
     pages = { 263-270},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177729443}
}

Sitgreaves, Rosedith. On the Distribution of two Random Matrices used in Classification Procedures. Ann. Math. Statist., Tome 23 (1952) no. 4, pp.  263-270. http://gdmltest.u-ga.fr/item/1177729443/