The Distribution of Matrix Quotients

Peter Phillips

No 637, Cowles Foundation Discussion Papers from Cowles Foundation for Research in Economics, Yale University

Abstract: Cramer's inversion formula for the distribution of a quotient is generalized to matrix variates and applied to give an alternative derivation of the matrix t-distribution.

Pages: 5 pages
Date: 1982-07
Note: CFP 608.
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Published in Journal of Multivariate Analysis (February 1985), 16(1): 157-161

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Journal Article: The distribution of matrix quotients (1985)
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