Bounds for the distribution of the generalized variance (Q910128)
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English | Bounds for the distribution of the generalized variance |
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Bounds for the distribution of the generalized variance (English)
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1989
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gamma function
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generalized variance
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determinant of the sample covariance matrix
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normal population
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identity covariance matrix
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bounds
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chi-squared distribution functions
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stochastic analog to the Gauss multiplication theorem
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