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Trace of the Wishart Matrix and Applications

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The trace of a Wishart matrix, either central or non-central, has important roles in various multi-variate statistical questions. We review several expressions of its distribution given in the literature, establish some new results and provide a discussion on computing methods on the distribution of the ratio: the largest eigenvalue to trace.

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Pham-Gia, T. , Thanh, D. and Phong, D. (2015) Trace of the Wishart Matrix and Applications.

*Open Journal of Statistics*,**5**, 173-190. doi: 10.4236/ojs.2015.53021.

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