The inverse and determinant of a 2 x 2 uniformly distributed random matrix

Formulae are derived for the density of the determinant and the elements of the inverse of a 2 x 2 matrix, with entries which are independent random variables uniformlly distributed on [0,1]. Graphs of the densities are presented, and the relevance of the results to interval matrices is discussed.

MoreLess

Year of publication:	1988
Authors:	Williamson, R. C. ; Downs, T.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 7.1988, 2, p. 167-170
Publisher:	Elsevier
Keywords:	random determinant random matrix interval matrix unform random variable arithmetic functions of random variables convolutions

More details

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

Persistent link: https://www.econbiz.de/10005223419