On non-central distribution of the matrix ratio

Haoming Wang

On non-central distribution of the matrix ratio

Statistics Theory 2026-04-24 v2 Probability Methodology Statistics Theory

Authors: Haoming Wang

Abstract

We derive the distribution of the ratio of a non-central mean matrix and a sample covariance matrix. This aligns with the confluent term ${}_1F_1$ in the non-central uni-variate Student's $t$ . Some extensions of matrix-variate distributions are considered.

Keywords

matrix ratio non-central distribution confluent hypergeometric function matrix-variate distributions

Cite

@article{arxiv.2410.14490,
  title  = {On non-central distribution of the matrix ratio},
  author = {Haoming Wang},
  journal= {arXiv preprint arXiv:2410.14490},
  year   = {2026}
}

Comments

This is the second of the series of articles: arXiv:2601.21304; arXiv:2410.14490; arXiv:2505.00470

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