Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152559 | Statistics & Probability Letters | 2016 | 9 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Constantin Siriteanu, Satoshi Kuriki, Donald Richards, Akimichi Takemura,