Document Type
Discussion Paper
Publication Date
7-1-1982
CFDP Number
637
CFDP Pages
6
Abstract
Cramér’s inversion formula for the distribution of a quotient is generalized to matrix variates and applied to give an alternative derivation of the matrix t-distribution.
Recommended Citation
Phillips, Peter C.B., "The Distribution of Matrix Quotients" (1982). Cowles Foundation Discussion Papers. 872.
https://elischolar.library.yale.edu/cowles-discussion-paper-series/872