## The Annals of Mathematical Statistics

- Ann. Math. Statist.
- Volume 41, Number 5 (1970), 1700-1707.

### An Asymptotic Expansion for the Noncentral Wishart Distribution

#### Abstract

The noncentral Wishart density depends on a definite integral over the group of orthogonal matrices. This integral defines a function of the latent roots of a matrix involving the parent normal vectors and their means and covariances. An expansion for the integral in increasing powers of the reciprocals of these roots is developed using two distinct methods--an integration procedure and a substitution into a set of differential equations.

#### Article information

**Source**

Ann. Math. Statist., Volume 41, Number 5 (1970), 1700-1707.

**Dates**

First available in Project Euclid: 27 April 2007

**Permanent link to this document**

https://projecteuclid.org/euclid.aoms/1177696814

**Digital Object Identifier**

doi:10.1214/aoms/1177696814

**Mathematical Reviews number (MathSciNet)**

MR266349

**Zentralblatt MATH identifier**

0223.62066

**JSTOR**

links.jstor.org

#### Citation

Anderson, George A. An Asymptotic Expansion for the Noncentral Wishart Distribution. Ann. Math. Statist. 41 (1970), no. 5, 1700--1707. doi:10.1214/aoms/1177696814. https://projecteuclid.org/euclid.aoms/1177696814