QUADRATIC-FORMS IN DISGUISED MATRIX T-VARIATE

Let X similar to N-p,N-m (0, E x I-m) and S similar to W-m(n, I-m) be independent. Further, let S = U' U, where U is a lower (upper) triangu lar matrix. Then the random matrix T = XU-1 has a disguised matrix var iate t-distribution. In this article certain expectations of functions of the random matrix T have been derived. Distributions of qudratic f orms in disguised T matrix have also been studied.