Presents most of the developments in continuous matrix variate distribution theory. This work investigates the range of matrix variate distributions, including: matrix variate normal distribution; Wishart distribution; Matrix variate t-distribution; Matrix variate beta distribution; F-distribution; and, Matrix variate Dirichlet distribution.
"This book is about probability distributions for random matrices." Biometrics, Vol. 56, No. 3, September 2000 "I am sure that the book will be welcomed by specialists, because of its systematic and thorough coverage of the different distributions." Biometrics, Vol. 56, No. 3, September 2000Promo Copy