On the Distribution of Certain Random Determinants

Alexander D. Slastnikov · Theory of Probability and Its Applications · 1978

Previous article Next article On the Distribution of Certain Random DeterminantsA. D. SlastnikovA. D. Slastnikovhttps://doi.org/10.1137/1122102PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] T. W. Anderson, An introduction to multivariate statistical analysis, Wiley Publications in Statistics, John Wiley & Sons Inc., New York, 1958xii+374 MR0091588 0083.14601 Google Scholar[2] Samuel S. Wilks, Mathematical statistics, A Wiley Publication in Mathematical Statistics, John Wiley & Sons Inc., New York, 1962xvi+644 MR0144404 0173.45805 Google Scholar[3] I. S. Gradshteyn and , I. M. Ryzhik, Table of integrals, series, and products, Fourth edition prepared by Ju. V. Geronimus and M. Ju. Cei˘tlin. Translated from the Russian by Scripta Technica, Inc. Translation edited by Alan Jeffrey, Academic Press, New York, 1965xlv+1086 MR0197789 Google Scholar[4] Harald Cramér, Mathematical Methods of Statistics, Princeton Mathematical Series, vol. 9, Princeton University Press, Princeton, N. J., 1946xvi+575 MR0016588 0063.01014 Google Scholar[5] V. V. Petrov, Sums of independent random variables, Springer-Verlag, New York, 1975x+346 MR0388499 0322.60042 CrossrefGoogle Scholar[6] S. N. Bernshtein, Theory of Probability, Gostekhizdat, 1948, (In Russian.) Google Scholar[7] M. D. Springer and , W. E. Thompson, The distribution of products of beta, gamma and Gaussian random variables, SIAM J. Appl. Math., 18 (1970), 721–737 10.1137/0118065 MR0264733 0198.23703 LinkGoogle Scholar[8] Horst Podolski, The distribution of a product of n independent random variables with generalized gamma distribution, Demonstratio Math., 4 (1972), 119–123 MR0326882 0267.60014 Google Scholar Previous article Next article FiguresRelatedReferencesCited byDetails Volume 22, Issue 4| 1978Theory of Probability & Its Applications History Submitted:02 February 1976Published online:17 July 2006 InformationCopyright © 1978 Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1122102Article page range:pp. 868-876ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics

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