The trace of a Wishart matrix, either central or non-central, has important roles in various multi-variate statistical questions. We review several expressions of its distribution given in the literature, establish so...The trace of a Wishart matrix, either central or non-central, has important roles in various multi-variate statistical questions. We review several expressions of its distribution given in the literature, establish some new results and provide a discussion on computing methods on the distribution of the ratio: the largest eigenvalue to trace.展开更多
Using an elementary fact on matrices we show by a unified approach the positivity of a partitioned positive semidefinite matrix with each square block replaced by a compound matrix, an elementary symmetric function or...Using an elementary fact on matrices we show by a unified approach the positivity of a partitioned positive semidefinite matrix with each square block replaced by a compound matrix, an elementary symmetric function or a generalized matrix function. In addition, we present a refined version of the Thompson determinant compression theorem.展开更多
文摘The trace of a Wishart matrix, either central or non-central, has important roles in various multi-variate statistical questions. We review several expressions of its distribution given in the literature, establish some new results and provide a discussion on computing methods on the distribution of the ratio: the largest eigenvalue to trace.
基金Supported by NSU FCAS Faculty Development Funds 2011
文摘Using an elementary fact on matrices we show by a unified approach the positivity of a partitioned positive semidefinite matrix with each square block replaced by a compound matrix, an elementary symmetric function or a generalized matrix function. In addition, we present a refined version of the Thompson determinant compression theorem.
