Ratio Distributions in Multivariate Analysis
Ratio distributions also appear in multivariate analysis. If the random matrices X and Y follow a Wishart distribution then the ratio of the determinants
is proportional to the product of independent F random variables. In the case where X and Y are from independent standardized Wishart distributions then the ratio
has a Wilks' lambda distribution.
Read more about this topic: Ratio Distribution
Famous quotes containing the words ratio and/or analysis:
“Official dignity tends to increase in inverse ratio to the importance of the country in which the office is held.”
—Aldous Huxley (1894–1963)
“Cubism had been an analysis of the object and an attempt to put it before us in its totality; both as analysis and as synthesis, it was a criticism of appearance. Surrealism transmuted the object, and suddenly a canvas became an apparition: a new figuration, a real transfiguration.”
—Octavio Paz (b. 1914)