Some generalized multiple integrals involving zonal polynomials

被引：0

作者：

Gupta, AK ^{[1
]}

Kabe, DG

机构：

[1] Bowling Green State Univ, Dept Math & Stat, Bowling Green, OH 43403 USA

[2] St Marys Univ, Dept Math & Comp Sci, Halifax, NS B3H 3C3, Canada

来源：

APPLIED MATHEMATICS LETTERS | 2002年 / 15卷 / 03期

关键词：

Wishart matrices; Dirichlet density; multiple integrals; beta density;

D O I：

10.1016/S0893-9659(01)00134-3

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Subrahmaniam [1] records the expected values of certain zonal polynomials for the multivariate Dirichlet distribution. Actually, these results are expected values of certain zonal polynomials for the multivariate beta distribution. The present paper evaluates the expected values for a single matrix-variate noncentral Dirichlet distribution. Chikuse [2] shows that such integrals find applications to the distribution of sum of Wishart matrices. (C) 2002 Elsevier Science Ltd. All rights reserved.

引用

页码：299 / 303

页数：5