Annals of Mathematical Statistics

An Asymptotic Expansion for the Distribution of the Eigenvalues of a 3 by 3 Wishart Matrix

Christopher Bingham

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Abstract

A parametrization of the rotation group $O^+(p)$ of $p$ by $p$ orthogonal matrices with determinant $+1$ in terms of their skew symmetric parts is used to derive, for $p = 3$, an explicit expansion for $_0F_0^{(p)}(Z, \Omega)$, a hypergeometric function of two matrix arguments appearing in the distribution of the eigenvalues of a $p$ by $p$ Wishart matrix. On the basis of a numerically derived simplification of the low order terms of this series, an asymptotic expansion of $_0F_0^{(3)}$ in terms of products of ordinary confluent hypergeometric series is conjectured. Limited numerical exploration indicates the new series to be several orders of magnitude more accurate than the series from which it was derived.

Article information

Source
Ann. Math. Statist., Volume 43, Number 5 (1972), 1498-1506.

Dates
First available in Project Euclid: 27 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aoms/1177692382

Digital Object Identifier
doi:10.1214/aoms/1177692382

Mathematical Reviews number (MathSciNet)
MR345313

Zentralblatt MATH identifier
0254.62032

JSTOR
links.jstor.org

Citation

Bingham, Christopher. An Asymptotic Expansion for the Distribution of the Eigenvalues of a 3 by 3 Wishart Matrix. Ann. Math. Statist. 43 (1972), no. 5, 1498--1506. doi:10.1214/aoms/1177692382. https://projecteuclid.org/euclid.aoms/1177692382


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