Distributions of Ratios: From Random Variables to Random Matrices

• 作者: Noyan Turkkan Thu Pham-Gia
• 来源期刊: 统计学期刊(英文)
• 学科: 数学
• 关键词: Matrix Variate BETA DISTRIBUTION Generalized-F DISTRIBUTION Ratios Meijer G-FUNCTION Wishart DISTRIBUTION Ratio
• 年，卷（期）: 2011,（2）
• 页码范围: 93-104
• 页数: 12页
• 分类号: O1

摘要

The ratio R of two random quantities is frequently encountered in probability and statistics. But while for unidimensional statistical variables the distribution of R can be computed relatively easily, for symmetric positive definite random matrices, this ratio can take various forms and its distribution, and even its definition, can offer many challenges. However, for the distribution of its determinant, Meijer G-function often provides an effective analytic and computational tool, applicable at any division level, because of its reproductive property.