Matrix Variate Distributions

Name: Matrix Variate Distributions
Brand: Taylor & Francis Inc
SKU: 9781584880462
Price: 37800 KES
Availability: OutOfStock
ISBN: 9781584880462

by A K Gupta , D K Nagar

Book Details

Format Hardback

Book Series Monographs and Surveys in Pure and Applied Mathematics

ISBN-10 1584880465

ISBN-13 9781584880462

Publisher Taylor & Francis Inc

Imprint Chapman & Hall/CRC

Country of Manufacture US

Country of Publication GB

Publication Date Oct 22nd, 1999

Print length 384 Pages

Weight 718 grams

Dimensions 24.30 x 16.30 x 2.60 cms

Product Classification: Probability & statistics Probability and statistics Applied mathematics

KSh 37,800.00

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Presents most of the developments in continuous matrix variate distribution theory. This work investigates the range of matrix variate distributions, including: matrix variate normal distribution; Wishart distribution; Matrix variate t-distribution; Matrix variate beta distribution; F-distribution; and, Matrix variate Dirichlet distribution.

Useful in physics, economics, psychology, and other fields, random matrices play an important role in the study of multivariate statistical methods. Until now, however, most of the material on random matrices could only be found scattered in various statistical journals. Matrix Variate Distributions gathers and systematically presents most of the recent developments in continuous matrix variate distribution theory and includes new results.
After a review of the essential background material, the authors investigate the range of matrix variate distributions, including:

matrix variate normal distribution

Wishart distribution

Matrix variate t-distribution

Matrix variate beta distribution

F-distribution

Matrix variate Dirichlet distribution

Matrix quadratic forms
With its inclusion of new results, Matrix Variate Distributions promises to stimulate further research and help advance the field of multivariate statistical analysis.

Get Matrix Variate Distributions by A K Gupta, D K Nagar at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Taylor & Francis Inc and it has 384 pages.