On the asymptotic and approximate distributions of the product of an inverse Wishart matrix and a Gaussian vector

@article{Kotsiuba2017OnTA,
  title={On the asymptotic and approximate distributions of the product of an inverse Wishart matrix and a Gaussian vector},
  author={Igor Kotsiuba and Stepan Mazur},
  journal={Theory of Probability and Mathematical Statistics},
  year={2017},
  volume={93},
  pages={103-112}
}
  • I. KotsiubaS. Mazur
  • Published 7 February 2017
  • Mathematics
  • Theory of Probability and Mathematical Statistics
In this paper we study the distribution of the product of an inverse Wishart random matrix and a Gaussian random vector. We derive its asymptotic distribution as well as its approximate density fun ... 

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Tables. Commonly Used Notation. 1. The Multivariate Normal and Related Distributions. 2. Jacobians, Exterior Products, Kronecker Products, and Related Topics. 3. Samples from a Multivariate Normal