Maximal invariants over symmetric cones
A. S. Yasamin · 2008
In this talk we extend the definitionof some non-central distributions, derive the joint density of the eigenvalues of ageneralized Wishart distribution, and propose a test statistic analog to the Bartlett’s test, which tests the equality of variances across a normally distributed population. This test generalizes to all types of Wishart distributions, namely, real, complex, quaternion, Lorentz and exceptional types.