ON THE DISTRIBUTION OF THE REGRESSION COEFFICIENT MATRIX OF A NORMAL DISTRIBUTION

1 April 1968

journal article
Published by Wiley in Australian Journal of Statistics

Vol. 10 (1) , 21-23
https://doi.org/10.1111/j.1467-842x.1968.tb00083.x

Abstract

Summary: In this paper we generalize a result of Kshirsagar's (1960, pp. 83–84) on the distribution of the regression coefficient matrix for a multivariate normal population.

Keywords

NORMAL DISTRIBUTION
COEFFICIENT MATRIX
REGRESSION COEFFICIENT
KSHIRSAGAR'S
NORMAL POPULATION
MULTIVARIATE NORMAL

This publication has 1 reference indexed in Scilit:

On the noncentral distribution of rao’s u statistic
Annals of the Institute of Statistical Mathematics, 1965