Distribution of the ratio of two Wishart matrices and cumulative probability evaluation by the holonomic gradient method (Q1742747)
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scientific article; zbMATH DE number 6858936
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| English | Distribution of the ratio of two Wishart matrices and cumulative probability evaluation by the holonomic gradient method |
scientific article; zbMATH DE number 6858936 |
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Distribution of the ratio of two Wishart matrices and cumulative probability evaluation by the holonomic gradient method (English)
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12 April 2018
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\(D\)-modules
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equality of covariance matrices
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Gröbner basis
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hypergeometric function of a matrix argument
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Roy's maximum root test
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zonal polynomial
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0.9136563
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0.8815232
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0.8772145
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0.8690742
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0.8683667
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0.86693627
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