7.9. (Sec. 7.2) The complex Wishart distribution. Let WI' ... ' w be independently distributed, each according

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7.9. (Sec. 7.2) The complex Wishart distribution. Let WI' ... ' w" be independently distributed, each according to the complex normal distribution with mean 0 and covariance matrix P. (See Problem 2.64.) Show that the density of B =

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An Introduction To Multivariate Statistical Analysis

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Authors: Theodore W. Anderson

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7.9. (Sec. 7.2) The complex Wishart distribution. Let WI' ... ' w" be independently distributed, each according to the complex normal distribution with mean 0 and covariance matrix P. (See Problem...
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7.9. (Sec. 7.2) The complex Wishart distribution. Let WI' ... ' w be independently distributed, each according

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|B|"Peu BP-1 PI-(n+1-i)

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An Introduction To Multivariate Statistical Analysis

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