Year: 2014
Type: preprint
Abstract: We introduced a generalized Wishart distribution, namely, the Kotz-Wishart distribution. Several existing results based on the normality assumption have been extended. Inspired by the particular form of the pdf of the Kotz-Wishart matrix, we extended the Laplace transform operator. This generalized Laplace transform is applied to some functions of matrix argument.
Source: arXiv (Cornell University)
Author: Sarr, Amadou
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2523330640