A weak characterization of real Wishart matrices by quadratic forms

作者：Fraisse Gabriel^*; Viguier Pla Sylvie

来源：Comptes Rendus Mathematique, 2016, 354(6): 623-627.

DOI：10.1016/j.crma.2016.03.011

Let M be a random symmetric real p-matrix of Wishart distribution with k degrees of freedom and scale parameter Sigma. The distribution of M can usually be characterized by the distribution of ((t)u(1)Mu(1),...,(t)u(p)Mu(p)), for any Sigma-orthogonal basis (u(1),...,u(p)) of R-p. We propose to weaken this characterization, showing that, when k < p, it is sufficient to know the distribution of ((t)u(1)Mu(1),..., (t)u(k+1)Mu(k+1)).

• 出版日期2016-6