The distribution of the complex rectangular co-ordinates and its applications

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.

Grantor dc:publisher.institution

Department of Statistical Sciences

Year dc:date.issued

1967

Author dc:creator

• Dines, Malcolm

Advisor dc:contributor.advisor

• Troskie, Casper G

Language dc:language.iso

eng

Handle dc:identifier.uri

http://hdl.handle.net/11427/22170

OAI identifier oai:identifier

oai:open.uct.ac.za:11427/22170