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تسجيل مستخدم جديدChi-Square Mixture Representations for the Distribution of the Scalar Schur Complement in a Noncentral Wishart Matrix
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We show that the distribution of the scalar Schur complement in a noncentral Wishart matrix is a mixture of central chi-square distributions with different degrees of freedom. For the case of a rank-1 noncentrality matrix, the weights of the mixture representation arise from a noncentral beta mixture of Poisson distributions.
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