Antieigenvalues of Wishart Matrices
In this thesis we derive the distribution for the first antieigenvalue for a random matrix with distribution W ∼ Wp(n, Ip) for p = 2 and p = 3. For p = 2 we present a proof that the first antieigenvalue has distribution β((n−1)/2, 1). For p = 3 we prove that the probability density function can be e...
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| Format: | Others |
| Language: | English |
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Linköpings universitet, Matematisk statistik
2020
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-171914 |