On the nonlinear transformations of a matrix T-variable

 

S. Rinco and S.S. Chuiv (1981). On the nonlinear transformations of a matrix T-variable. Journal of Statistical Research, Vol. 15, No. 1-2, pp.  ??-??.

 

Abstract

Let the matrix random variable T have a matrix T-distribution. The distributions of the following transformations are discussed in the paper : $ U=T'T $, $ V=(I+U)^{-1}U $, and $ W=(I+U)^{-1}(I-U) $ with different conditions on T. The resulting distributions are of the type of the generalized beta distribution. The need of such transformations Is in constructing the tolerance regions for generalized multlvariate models.

 

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