Characterization of Matrix Variate Normal Distributions

Authors

A.K. Gupta, Bowling Green State University - Main CampusFollow
T. Varga, Rose-Hulman Institute of Technology

Document Type

Article

Publication Date

12-1990

Abstract

In this paper, it is shown that two random matrices have a joint matrix variate distribution if conditioning each one on the other the resulting distributions satisfy certain conditions. A general result involving more than two matrices is also proved.

Comments

MSTR 90-10

Recommended Citation

Gupta, A.K. and Varga, T., "Characterization of Matrix Variate Normal Distributions" (1990). Mathematical Sciences Technical Reports (MSTR). 149.
https://scholar.rose-hulman.edu/math_mstr/149