Title

Spherical Matrix Distributions and Cauchy Quotients

Document Type

Discussion Paper

Publication Date

2-1-1987

CFDP Number

823

CFDP Pages

6

Abstract

It is shown that matrix quotients of submatrices of a spherical matrix are distributed as matrix Cauchy. This generalizes known results for scalar ratios of independent normal variates. The derivations are simple and make use of the theory of invariant measures on manifolds.

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