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Some Marginal Densities of the Wishart Distribution
Mathematics and Education in Mathematics, Tome 41 (2012) no. 1, pp. 273-278 Cet article a éte moissonné depuis la source Bulgarian Digital Mathematics Library

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Wishart distribution arises as the distribution of the sample covariance matrix for a sample from a multivariate normal distribution. Some marginal densities, derived by integration of the Wishart density function are obtained. Necessary and sufficient conditions for positive definiteness of a matrix are established, which give the bounds of the integration. *2000 Mathematics Subject Classification: 62H10.
Keywords: Wishart Distribution, Positively Definite Matrix, Marginal Density, Covariance Matrix 
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Veleva, Evelina. Some Marginal Densities of the Wishart Distribution. Mathematics and Education in Mathematics, Tome 41 (2012) no. 1, pp. 273-278. http://geodesic.mathdoc.fr/item/MEM_2012_41_1_a30/