Quadratic Forms in Disguised MatrixT-Variate

摘要

LetX#x223C;Np,m(0, #x3A3; #x2297;Im) andS#x223C;Wm(n,Im) be independent. Further, letS=U#x2032;U, whereUis a lower (upper) triangular matrix. Then the random matrixT=XU-1has a disguised matrix variatet-distribution. In this article certain expectations of functions of the random matrixThave been derived. Distributions of qudratic forms in disguisedTmatrix have also been studied.