Expressions for some hypergeometric functions of matrix argument with applications

Reasonably simple expressions are given for some hypergeometric functions when the size of the argument matrix or matrices is two. Applications of these expressions in connection with the distributions of the latent roots of a 2 - 2 Wishart matrix are also given.

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Year of publication:	1975
Authors:	Muirhead, Robb J.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 5.1975, 3, p. 283-293
Publisher:	Elsevier
Keywords:	Hypergeometric functions matrix arguments latent roots Wishart distribution

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005153142