Two Sample Covariances from a Trivariate Normal Distribution
Statistics Theory
2015-12-18 v2 Probability
Statistics Theory
Abstract
The joint distribution of two off-diagonal Wishart matrix elements was useful in recent work on geometric probability [Finch 2010]. Not finding such formulas in the literature, we report these here.
Keywords
Cite
@article{arxiv.1005.1183,
title = {Two Sample Covariances from a Trivariate Normal Distribution},
author = {Steven Finch},
journal= {arXiv preprint arXiv:1005.1183},
year = {2015}
}
Comments
14 pages