Series Expansion for a Hypergeometric Function of Matrix Argument with Applications

Rameshwar D. Gupta; Donald St P. Richards

doi:10.1111/j.1467-842X.1982.tb00827.x

Series Expansion for a Hypergeometric Function of Matrix Argument with Applications

Rameshwar D. Gupta
, Donald St P. Richards

Statistics

Research output: Contribution to journal › Article › peer-review

3 Scopus citations

Abstract

A series expansion is obtained for the confluent hypergeometric function of the second kind when the argument is a 2 times 2 positive definite matrix. Applications are made to the distributions of Hotelling's generalized T₀² statistic, and the smallest latent root of the covariance matrix.

Original language	English (US)
Pages (from-to)	216-220
Number of pages	5
Journal	Australian Journal of Statistics
Volume	24
Issue number	2
DOIs	https://doi.org/10.1111/j.1467-842X.1982.tb00827.x
State	Published - Jun 1982

All Science Journal Classification (ASJC) codes

Statistics and Probability

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10.1111/j.1467-842X.1982.tb00827.x

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abstract = "A series expansion is obtained for the confluent hypergeometric function of the second kind when the argument is a 2 times 2 positive definite matrix. Applications are made to the distributions of Hotelling's generalized T02 statistic, and the smallest latent root of the covariance matrix.",

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year = "1982",

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AU - Gupta, Rameshwar D.

AU - Richards, Donald St P.

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N2 - A series expansion is obtained for the confluent hypergeometric function of the second kind when the argument is a 2 times 2 positive definite matrix. Applications are made to the distributions of Hotelling's generalized T02 statistic, and the smallest latent root of the covariance matrix.

AB - A series expansion is obtained for the confluent hypergeometric function of the second kind when the argument is a 2 times 2 positive definite matrix. Applications are made to the distributions of Hotelling's generalized T02 statistic, and the smallest latent root of the covariance matrix.

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U2 - 10.1111/j.1467-842X.1982.tb00827.x

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M3 - Article

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SN - 0004-9581

VL - 24

SP - 216

EP - 220

JO - Australian Journal of Statistics

JF - Australian Journal of Statistics

IS - 2

ER -

Series Expansion for a Hypergeometric Function of Matrix Argument with Applications

Abstract

All Science Journal Classification (ASJC) codes

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