On non-central distribution of the matrix ratio

2024/10/18 by Haoming Wang, Wang, Haoming
Computer Science · Mathematics · #Bayesian Methods and Mixture Models #Advanced Statistical Methods and Models

paper · pdf · doi:10.48550/arxiv.2410.14490

Abstract

We derive the distribution of the ratio of a non-central mean matrix and a sample covariance matrix. This aligns with the confluent term ₁F₁ in the non-central uni-variate Student's t. Some extensions of matrix-variate distributions are considered.

Related

• Central matricvariate and matrix multivariate T distributions
• Non-Central Multivariate Chi-Square and Gamma Distributions
• On mixture relationships between central and non-central chi-squared difference distributions
• A Matrix Gaussian Distribution
• A note on some extensions of the matrix angular central Gaussian\n distribution