On the real representation of quaternion random variables

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dc.contributor.author Loots, Mattheus Theodor
dc.contributor.author Bekker, Andriette, 1958-
dc.contributor.author Arashi, Mohammad
dc.contributor.author Roux, Jacobus J.J.
dc.date.accessioned 2012-06-20T10:26:38Z
dc.date.available 2013-06-30T00:20:04Z
dc.date.issued 2013
dc.description.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. en_US
dc.description.sponsorship The South African Department of Labour (DoL) and National Research Foundation (NRF) (GRANT: FA2007043000003) en_US
dc.description.uri http://tandfonline.com/loi/gsta20 en_US
dc.identifier.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. en_US
dc.identifier.issn 0233-1888 (print)
dc.identifier.issn 1029-4910 (online)
dc.identifier.other 10.1080/02331888.2012.695376
dc.identifier.uri http://hdl.handle.net/2263/19213
dc.language.iso en en_US
dc.publisher Taylor & Francis en_US
dc.rights © Taylor & Francis. This is an electronic version of an article published in Statistics: A Journal of Theoretical and Applied Statistics, vol. 47, no. 6, pp. 1224-1240, 2013, DOI:10.1080/02331888.2012.695376. Statistics: A Journal of Theoretical and Applied Statistics is available online at: http://tandfonline.com/loi/gsta20. en_US
dc.subject Characteristic function en_US
dc.subject Meijer’s G-function en_US
dc.subject Matrix-variate quaternion normal distribution en_US
dc.subject Quaternion Wishart distribution en_US
dc.subject Real representation en_US
dc.subject Wilks’ statistic en_US
dc.title On the real representation of quaternion random variables en_US
dc.type Postprint Article en_US


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