distributions of ratios from random variables to random matrices从随机变量分布的比例随机矩阵.pdfVIP

American Open Journal of Statistics , 2011, 1, 93-104 doi:10.4236/ojs.2011.12011 Published Online July 2011 (http://www.SciRP.org/journal/ojs) Distributions of Ratios: From Random Variables to * Random Matrices # Thu Pham-Gia , Noyan Turkkan Department of Mathematics and Statistics , Universite de Moncton, Canada # E-mail : phamgit@umoncton.ca Received March 25, 2011; revised April 17, 2011; accepted April 25, 2011 Abstract The ratio R of two random quantities is frequently encountered in probability and statistics. But while for unidimensional statistical variables the distribution of R can be computed relatively easily, for symmetric positive definite random matrices, this ratio can take various forms and its distribution, and even its defini- tion, can offer many challenges. However, for the distribution of its determinant, Meijer G-function often provides an effective analytic and computational tool, applicable at any division level, because of its repro- ductive property. Keywords: Matrix Variate, Beta Distribution, Generalized-F Distribution, Ratios, Meijer G-Function, Wishart Distribution, Ratio 1. Introduction at the present time , we still know little about their nu- merical values, to be able to effectively compute the In statistical analysis several important concepts and power of some tests. methods rely on two