Gammaization and wishartness of dependent quadratic forms |
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Authors: | AK Gupta AK Chattopadhyay |
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Institution: | 1. Bowling Green State University;2. Indian Statistical Institute |
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Abstract: | In this paper two equivalent sets of necessary and sufficient conditions are derived for dependent quadratic forms to be distributed as multivariate gamma distribution. The procedure also gives a set of necessary and sufficient conditions for principal minors of generalized quadratic forms to be jointly distributed as the joint distribution of principal minors of a Kishart matrix. |
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Keywords: | quadratic forms multivariate gamma distribution necessary and sufficient conditions Wishart matrix |
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