The inverse and determinant of a 2 x 2 uniformly distributed random matrix

R. C. Williamson and T. Downs

Statistics & Probability Letters, 1988, vol. 7, issue 2, 167-170

Abstract: Formulae are derived for the density of the determinant and the elements of the inverse of a 2 x 2 matrix, with entries which are independent random variables uniformlly distributed on [0,1]. Graphs of the densities are presented, and the relevance of the results to interval matrices is discussed.

Keywords: random; determinant; random; matrix; interval; matrix; unform; random; variable; arithmetic; functions; of; random; variables; convolutions (search for similar items in EconPapers)
Date: 1988
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