The Generalized Noncentral Wishart Distribution
Received:September 10, 1987  
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Author NameAffiliation
Teng Chengye Zhongshan University
Guangzhou 
Fang Hongbin Zhongshan University
Guangzhou 
Deng Weicai Jinan Univarsity
Guangzhou 
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Abstract:
      In this paper, we have definited the generalized noncentral Wishart distribution for elliptically contoured distributions. Under some conditions, we have obtained its probability density function, the density function of its latent roots, the moments of the generalized variance, and the characteristic function in the series forms .
Citation:
DOI:10.3770/j.issn:1000-341X.1989.04.001
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