Article ID Journal Published Year Pages File Type
1152559 Statistics & Probability Letters 2016 9 Pages PDF
Abstract

We show that the distribution of the scalar Schur complement in a noncentral Wishart matrix is a mixture of central chi-square distributions with different degrees of freedom. For the case of a rank-1 noncentrality matrix, we reveal that the mixture weights arise from a noncentral beta mixture of Poisson distributions.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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