Goodman derived the complex Hishart distribution with the aid of characteristic functions and Fourier transforms. From this the distribution of the complex rectangular co-ordinates were derived as an application of the complex Hishart distribution. In the present paper we give a direct and simplified method of deriving the distribution of the complex rectangular co-ordinates. From this distribution the complex Hishart distribution will be derived as an application. Some properties of the distribution of the complex rectangular coordinates will be given. In addition some applications and in particular the application of the distribution in the derivation of the distribution of the "complex" generalized variance will also be given.
| Identifer | oai:union.ndltd.org:netd.ac.za/oai:union.ndltd.org:uct/oai:localhost:11427/22170 |
| Date | January 1967 |
| Creators | Dines, Malcolm |
| Contributors | Troskie, Casper G |
| Publisher | University of Cape Town, Faculty of Science, Department of Statistical Sciences |
| Source Sets | South African National ETD Portal |
| Language | English |
| Detected Language | English |
| Type | Master Thesis, Masters, MSc |
| Format | application/pdf |
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