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The development of the quaternion normal distributionLoots, Mattheus Theodor 27 June 2011 (has links)
In this dissertation an overview on the real representation of quaternions in distribution theory is given. The density functions of the p-variate and matrix-variate quaternion normal distributions are derived from first principles, while that of the quaternion Wishart distribution is derived from the real associated Wishart distribution via the characteristic function. Applications of this theory in hypothesis testing is presented, and the density function of Wilks's statistic is derived for quaternion Wishart matrices. / Dissertation (MSc)--University of Pretoria, 2010. / Statistics / unrestricted
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