Gauss%E2%80%93Legendre formula
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21: 35.7 Gaussian Hypergeometric Function of Matrix Argument
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Gauss Formula
… โบReflection Formula
… โบSubject to the conditions (a)–(c), the function is the unique solution of each partial differential equation … โบSystems of partial differential equations for the (defined in §35.8) and functions of matrix argument can be obtained by applying (35.8.9) and (35.8.10) to (35.7.9). … โบ
35.7.10
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22: 19.5 Maclaurin and Related Expansions
§19.5 Maclaurin and Related Expansions
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19.5.1
โบwhere is the Gauss hypergeometric function (§§15.1 and 15.2(i)).
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23: 16.16 Transformations of Variables
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§16.16(i) Reduction Formulas
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16.16.1
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16.16.2
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16.16.5
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โบSee Erdélyi et al. (1953a, §5.10) for these and further reduction formulas.
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24: 19.2 Definitions
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§19.2(ii) Legendre’s Integrals
… โบLegendre’s complementary complete elliptic integrals are defined via … โบBulirsch’s integrals are linear combinations of Legendre’s integrals that are chosen to facilitate computational application of Bartky’s transformation (Bartky (1938)). … โบLastly, corresponding to Legendre’s incomplete integral of the third kind we have … โบFormulas involving that are customarily different for circular cases, ordinary hyperbolic cases, and (hyperbolic) Cauchy principal values, are united in a single formula by using . …25: 18.26 Wilson Class: Continued
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18.26.2
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โบSee Koekoek et al. (2010, Chapter 9) for further formulas.
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โบFor the hypergeometric function see §§15.1 and 15.2(i).
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18.26.18
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18.26.19
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26: 15.10 Hypergeometric Differential Equation
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โบ(b) If equals , and , then fundamental solutions in the neighborhood of are given by and
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§15.10(ii) Kummer’s 24 Solutions and Connection Formulas
… โบThe connection formulas for the principal branches of Kummer’s solutions are: …27: 27.2 Functions
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โบGauss and Legendre conjectured that is asymptotic to as :
…(See Gauss (1863, Band II, pp. 437–477) and Legendre (1808, p. 394).)
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28: 19.15 Advantages of Symmetry
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โบSymmetry in of , , and replaces the five transformations (19.7.2), (19.7.4)–(19.7.7) of Legendre’s integrals; compare (19.25.17).
Symmetry unifies the Landen transformations of §19.8(ii) with the Gauss transformations of §19.8(iii), as indicated following (19.22.22) and (19.36.9).
(19.21.12) unifies the three transformations in §19.7(iii) that change the parameter of Legendre’s third integral.
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โบThese reduction theorems, unknown in the Legendre theory, allow symbolic integration without imposing conditions on the parameters and the limits of integration (see §19.29(ii)).
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29: 15.3 Graphics
30: 35.9 Applications
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โบIn multivariate statistical analysis based on the multivariate normal distribution, the probability density functions of many random matrices are expressible in terms of generalized hypergeometric functions of matrix argument , with and .
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โบFor other statistical applications of functions of matrix argument see Perlman and Olkin (1980), Groeneboom and Truax (2000), Bhaumik and Sarkar (2002), Richards (2004) (monotonicity of power functions of multivariate statistical test criteria), Bingham et al. (1992) (Procrustes analysis), and Phillips (1986) (exact distributions of statistical test criteria).
These references all use results related to the integral formulas (35.4.7) and (35.5.8).
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