On a Kotz-Wishart distribution: Multivariate Varma transform

Abstract

We introduced a generalized Wishart distribution, namely, the Kotz-Wishart distribution. Several existing results based on the normality assumption have been extended. Inspired by the particular form of the pdf of the Kotz-Wishart matrix, we extended the Laplace transform operator. This generalized Laplace transform is applied to some functions of matrix argument.

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