Ratios of Off-Diagonal C-Wishart

S. Samn

doi:10.1214/aos/1176344902

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Home > Journals > Ann. Statist. > Volume 8 > Issue 1 > Article

January, 1980 Ratios of Off-Diagonal C-Wishart

S. Samn

Ann. Statist. 8(1): 199-204 (January, 1980). DOI: 10.1214/aos/1176344902

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Abstract

In this paper, the density function for the real and imaginary parts of the quotient of some off-diagonal elements of the three-dimensional complex Wishart matrix is derived. Connection to closed-loop transfer function determination is shown.