Abstract
SUMMARY: Let S (p×p) have a Wishart distribution ‐with v degrees of freedom and non‐centrality matrix θ= [θjK] (p×p). Define θ0= min {| θjk |}, let θ0→∞, and suppose that | θjK | = 0(θo). Then the limiting form of the standardized non‐central distribution, as θ while n̈ remains fixed, is a multivariate Gaussian distribution. This result in turn is used to obtain known asymptotic properties of multivariate chi‐square and Rayleigh distributions under somewhat weaker conditions.

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