Peddada, Shyamal Das; Richards, Donald St. P. - In: Journal of Multivariate Analysis 39 (1991) 1, pp. 202-208
In this paper, we derive some monotonicity properties of generalized entropy functionals of various multivariate distributions. These include the distributions of random eigenvalues arising in many hypothesis testing problems in multivariate analysis; the multivariate Liouville distributions;...