Generalization of Sverdrup's Lemma and its Applications to Multivariate Distribution Theory
from the Wishart distribution. Our method is based on a generalization of Sverdrup's lemma [12] which we give below. The generalized Sverdrup's lemma is indeed implicit in many derivations in multivariate statistical literature without its explicit statement, see, e.g., Anderson's derivation of the integral representation of the noncentral Wishart distribution ([1], p. 417). Our purpose in this paper is to make an explicit statement of this implied lemma, and point out that the lemma stated here may be used as a powerful tool in multivariate distribution theory. Since our method is easily understood, we give only two applications. Several other applications follow on similar lines, see, Kabe [3], [4]. We have used fairly standard notation in this paper.