An extension of Lévy's result concerning indecomposability of the Wishart distribution
Published online by Cambridge University Press: 24 October 2008
Extract
Consider A and B to be two independent and non-degenerate random variables. It is conjectured by D. G. Kendall (private communication) that the distribution of the vector (A2, 2AB, B2) is indecomposable. The purpose of the present paper is to show that this is true.
- Type
- Research Article
- Information
- Mathematical Proceedings of the Cambridge Philosophical Society , Volume 75 , Issue 1 , January 1974 , pp. 109 - 113
- Copyright
- Copyright © Cambridge Philosophical Society 1974
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