On the real representation of quaternion random variables
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Date
Authors
Loots, Mattheus Theodor
Bekker, Andriette, 1958-
Arashi, Mohammad
Roux, Jacobus J.J.
Journal Title
Journal ISSN
Volume Title
Publisher
Taylor & Francis
Abstract
For the first time, the matrix-variate quaternion normal and quaternion Wishart distributions are derived
from first principles, i.e. from their real counterparts, exposing the relations between their respective densities
and characteristic functions. Applications of this theory in hypothesis testing are presented, and the density
function of Wilks’ statistic is derived for quaternion Wishart matrices.
Description
Keywords
Characteristic function, Meijer’s G-function, Matrix-variate quaternion normal distribution, Quaternion Wishart distribution, Real representation, Wilks’ statistic
Sustainable Development Goals
Citation
Loots, MT, Bekker, A, Arashib, M & Roux, JJJ 2013, 'On the real representation of quaternion random variables', Statistics: A Journal of Theoretical and Applied Statistics, vol. 47, no. 6, pp. 1224-1240.