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1. Antieigenvalues of Wishart Matrices
University essay from Linköpings universitet/Matematisk statistik; Linköpings universitet/Tekniska fakultetenAbstract : In this thesis we derive the distribution for the first antieigenvalue for a random matrix with distribution W ∼ Wp(n, Ip) for p = 2 and p = 3. For p = 2 we present a proof that the first antieigenvalue has distribution β((n−1)/2, 1). READ MORE
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