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Statistical analysis based on quaternion normal random variables. (Afrikaans. English summary) Zbl 0586.62073

The quaternion normal distribution is derived and a number of characteristics are highlighted. The maximum likelihood estimation procedure in the quaternion case is examined and the conclusion is reached that the estimation procedure is simplified if the unknown parameters of the associated real probability density function are estimated. The quaternion estimator is then obtained by regarding these estimators as the components of the quaternion estimator. By means of an example attention is given to a test criterion which can be used in the quaternion model.

MSC:

62H05 Characterization and structure theory for multivariate probability distributions; copulas
62H12 Estimation in multivariate analysis
62H15 Hypothesis testing in multivariate analysis
62H99 Multivariate analysis
15B33 Matrices over special rings (quaternions, finite fields, etc.)
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