Expansions for the multivariate chi-square distribution
Journal of Multivariate Analysis
Fundamentals of statistical signal processing: estimation theory
Fundamentals of statistical signal processing: estimation theory
Segmentation of polarimetric synthetic aperture radar data
IEEE Transactions on Image Processing
Journal of Multivariate Analysis
Journal of Multivariate Analysis
IEEE Transactions on Communications
New series representation for the trivariate non-central chi-squared distribution
IEEE Transactions on Communications
Note(s): Moments and cumulants for the complex Wishart
Journal of Multivariate Analysis
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The joint density for a particular trivariate chi-squared distribution given by the diagonal elements of a complex Wishart matrix is derived. This distribution has applications in the processing of multilook synthetic aperture radar data. The expression for the density is in the form of an infinite series that converges rapidly and is simple and fast to compute. The expression is shown to reduce to known forms for a number of special cases and is validated by simulation. The characteristic function is also derived and used to relate joint moments of the trivariate distribution to the parameters of the density function.