Advertisement

Mixtures of Normal Distributions

  • A. K. Gupta
  • T. Varga
Chapter
  • 186 Downloads
Part of the Mathematics and Its Applications book series (MAIA, volume 240)

Abstract

Muirhead (1982) gave a definition of scale mixture of vector variate normal distributions. Using Corollary 2.7.4.1, the scale mixture of matrix variate normal distributions can be defined as follows (Gupta and Varga, 1992c).

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer Science+Business Media Dordrecht 1993

Authors and Affiliations

  • A. K. Gupta
    • 1
  • T. Varga
    • 2
  1. 1.Department of Mathematics and StatisticsBowling Green State UniversityBowling GreenUSA
  2. 2.AB-AEGON General Insurance CompanyBudapestHungary

Personalised recommendations