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| Main Author: | |
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| Format: | Preprint |
| Published: |
2024
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2410.14490 |
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| _version_ | 1866908988248948736 |
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| author | Wang, Haoming |
| author_facet | Wang, Haoming |
| contents | We derive the distribution of the ratio of a non-central mean matrix and a sample covariance matrix. This aligns with the confluent term ${}_1F_1$ in the non-central uni-variate Student's $t$. Some extensions of matrix-variate distributions are considered. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2410_14490 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | On non-central distribution of the matrix ratio Wang, Haoming Statistics Theory Probability Methodology Primary 62H10, Secondary 33C15, 93B35 We derive the distribution of the ratio of a non-central mean matrix and a sample covariance matrix. This aligns with the confluent term ${}_1F_1$ in the non-central uni-variate Student's $t$. Some extensions of matrix-variate distributions are considered. |
| title | On non-central distribution of the matrix ratio |
| topic | Statistics Theory Probability Methodology Primary 62H10, Secondary 33C15, 93B35 |
| url | https://arxiv.org/abs/2410.14490 |