Document Type Master's Dissertation Author Loots, Mattheus Theodor firstname.lastname@example.org URN etd-06272011-164137 Document Title The development of the quaternion normal distribution Degree MSc Department Statistics Supervisor
Advisor Name Title Prof A Bekker Supervisor Keywords
- Wilks's statistic
- quaternion Wishart distribution
- real representation
- characteristic function
- quaternion matrix-variate beta type I distribution
- Meijer's G-function
- quaternion normal distribution
Date 2011-04-05 Availability unrestricted AbstractIn this dissertation an overview on the real representation of quaternions in distribution theory is given. The density functions of the p-variate and matrix-variate quaternion normal distributions are derived from first principles, while that of the quaternion Wishart distribution is derived from the real associated Wishart distribution via the characteristic function. Applications of this theory in hypothesis testing is presented, and the density function of Wilks's statistic is derived for quaternion Wishart matrices.
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Please cite as follows:
Loots, MT 2011, The development of the quaternion normal distribution, MSc dissertation, University of Pretoria, Pretoria, viewed yymmdd < http://upetd.up.ac.za/thesis/available/etd-06272011-164137/ >
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