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Antieigenvalues of Wishart MatricesCalderon, Simon January 2020 (has links)
In this thesis we derive the distribution for the first antieigenvalue for a random matrix with distribution W ∼ Wp(n, Ip) for p = 2 and p = 3. For p = 2 we present a proof that the first antieigenvalue has distribution β((n−1)/2, 1). For p = 3 we prove that the probability density function can be expressed using a sum of hypergeometric functions. Besides the main objective, the thesis seeks to introduce the theory of multivariate statistics and antieigenvalues.
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