A random Rayleigh vector is a vector of norms of random Gaussian vectors, and a Chi-square vector is the vector of squares of these norms. Excepting special cases, neither the Rayleigh nor Chi-square ...
Let D p,m be the determinant of the sample covariance matrix for m + p + 1 observations from a p-variate normal population having identity covariance matrix. We give bounds for the distribution of D p ...
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