Procedures To Generate Random Matrices With Noncentral Distributions
Abstract
Procedures are given for efficiently generating the non-central distributions of (I) random matrices. (2) the characteristic roots of random matrices, and (3) the determinant of random matrices. In particular, procedures are given to generate matrices which have the Wp (n,V,M) distribution. © 1974, Taylor & Francis Group, LLC. All rights reserved.
Recommended Citation
D. E. Johnson and V. Hegemann, "Procedures To Generate Random Matrices With Noncentral Distributions," Communications in Statistics, vol. 3, no. 7, pp. 691 - 699, Taylor and Francis Group, Jan 1974.
The definitive version is available at https://doi.org/10.1080/03610927408827169
Department(s)
Mathematics and Statistics
Keywords and Phrases
characteristic roots and determinants; Monte Carlo multivariate statistics; noncentral Wishart distributions
International Standard Serial Number (ISSN)
0090-3272
Document Type
Article - Journal
Document Version
Citation
File Type
text
Language(s)
English
Rights
© 2023 Taylor and Francis Group, All rights reserved.
Publication Date
01 Jan 1974
