Matrix Variate Distributions, Vol. 104

Useful in physics, economics, psychology, and other fields, random matrices play an important role in the study of multivariate statistical methods. Until now, however, most of the material on random matrices could only be found scattered in various statistical journals. Matrix Variate Distributions gathers and systematically presents most of the recent developments in continuous matrix variate distribution theory and includes new results.
After a review of the essential background material, the authors investigate the range of matrix variate distributions, including:

• matrix variate normal distribution
  
• Wishart distribution
  
• Matrix variate t-distribution
  
• Matrix variate beta distribution
  
• F-distribution
  
• Matrix variate Dirichlet distribution
  
• Matrix quadratic forms With its inclusion of new results, Matrix Variate Distributions promises to stimulate further research and help advance the field of multivariate statistical analysis.

"...gathers & systematically presents most of the recent developments in continuous matrix variate distribution theory & includes new results."

Useful in physics, economics, psychology, and other fields, random matrices play an important role in the study of multivariate statistical methods. Until now, however, most of the material on random matrices could only be found scattered in various statistical journals. Matrix Variate Distributions gathers and systematically presents most of the recent developments in continuous matrix variate distribution theory and includes new results.
After a review of the essential background material, the authors investigate the range of matrix variate distributions, including:

Booknews

Gathers together recent developments in continuous matrix variate distribution theory, provides an analytical review of the material, and offers new results that will stimulate further research. Assumes familiarity with introductory multivariate statistical analysis and matrix algebra, and includes chapter problems and a glossary. For researchers and graduate students in multivariate statistical analysis and the investigation sciences. Gupta teaches mathematics and statistics at Bowling Green State University. Nagar teaches mathematics at the University of Antioquia, Colombia. Annotation c. Book News, Inc., Portland, OR (booknews.com)