On functions of a Wishart matrix and a normal vector with applications
This thesis consists of two papers which take a critical look on functions of an inverse Wishart matrix and a Gaussian vector. In the first paper, the product expression, of which the inverse of the pooled estimator of the covariance matrix is inverse Wishart distributed and the difference of sample...
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| Format: | Others |
| Language: | English |
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Stockholms universitet, Matematiska institutionen
2018
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-154403 |