Some Results of Non-Central Wishart Distribution

  • Chul Kang (Department of Liberal Arts and Science, Ansung National University) ;
  • Jong Tae Park (Department of Computer Science and Statistics, Pyongtaek University)
  • Published : 1998.08.01

Abstract

This paper first examines the skewness of Wishart distribution, using Tracy and Sultan(1993)'s results. Second, it investigates the variance-covariance matrix of random matrix $S_Y=YY'$ which has a non-central Wishart distribution. Third, it proposes the exact form of the third moment of the random matrix with non-central Wishart distribution.

Keywords

References

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