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The distribution of the complex rectangular co-ordinates and its applications
Goodman derived the complex Hishart distribution with the aid of characteristic functions and Fourier transforms. From this the distribution of the complex rectangular co-ordinates were derived as an application of the complex Hishart distribution. In the present paper we give a direct and simplifie...
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| Format: | Thesis |
| Language: | English |
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Department of Statistical Sciences
2016
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| Summary: | Goodman derived the complex Hishart distribution with the aid of characteristic functions and Fourier transforms. From this the distribution of the complex rectangular co-ordinates were derived as an application of the complex Hishart distribution. In the present paper we give a direct and simplified method of deriving the distribution of the complex rectangular co-ordinates. From this distribution the complex Hishart distribution will be derived as an application. Some properties of the distribution of the complex rectangular coordinates will be given. In addition some applications and in particular the application of the distribution in the derivation of the distribution of the "complex" generalized variance will also be given. |
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