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While the noncentral Wishart distribution is generally introduced as the distribution of the random symmetric matrix Y1∗Y1+⋯+Yn∗Yn where Y1,…,Yn are independent Gaussian rows in Rk with the same covariance, the present paper starts from a slightly more general definition, following the extension of the chi-square distribution to the gamma distribution. We denote by γ(p,a;σ) this general noncentral...
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