Procedures are given for efficiently generating the non-central distributions of (1) random matrices, (2) the characteristic roots of random matrices, and (3) the determinant of random matrices. In particular, procedures are given to generate matrices which have the Wp (n,V,M) distribution.
No takes yet. Share an insight, caveat, or question.
Johnson et al. (1974) studied this question.
Synapse has enriched 4 closely related papers on similar clinical questions. Consider them for comparative context: