A Characterization of a Matric‐Variate Exponential Distribution

Donald St P. Richards

Research output: Contribution to journalArticlepeer-review


Suppose S is a positive definite m x m random matrix and S> Ω denotes the event that S—Ω is positive definite, Ω being a constant positive definite matrix. Under very mild regularity conditions, we show that the constraint Pr(S>Ω12 | S>Ω2) = Pr(S>Ω1) implies that S has a Wishart distribution on m+ 1 degrees of freedom.

Original languageEnglish (US)
Pages (from-to)238-239
Number of pages2
JournalAustralian Journal of Statistics
Issue number2
StatePublished - Jun 1981

All Science Journal Classification (ASJC) codes

  • Statistics and Probability


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