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:
“A magazine or a newspaper is a shop. Each is an experiment and represents a new focus, a new ratio between commerce and intellect.”
—John Jay Chapman (18621933)
“A commodity appears at first sight an extremely obvious, trivial thing. But its analysis brings out that it is a very strange thing, abounding in metaphysical subtleties and theological niceties.”
—Karl Marx (18181883)