RANDOM VARIABLE | RANDOM MATRIX |
Central chi-square , , or as a Bessel function. | Central Wishart , |
Non-central Chi-square, ,. : Non-centrality parameter, or as a Bessel function. It has MGF. | Non-central Wishart
|
Central Gamma ,. | Central Gamma , , |
Randomized Gamma , where | Non-central Gamma : Non-centrality parameter matrix. , |
Non-central Gamma . |