Series Expansion for a Hypergeometric Function of Matrix Argument with Applications |
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| Authors: | Rameshwar D Gupta Donald St P Richards |
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| Institution: | University of New Brunswick;University of the West Indies, Jamaica |
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| Abstract: | A series expansion is obtained for the confluent hypergeometric function of the second kind when the argument is a 2 times 2 positive definite matrix. Applications are made to the distributions of Hotelling's generalized T02 statistic, and the smallest latent root of the covariance matrix. |
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