Properties of Matrix Variate Beta Type 3 Distribution
We study several properties of matrix variate beta type 3 distribution. We also derive probability density functions of the product of two independent random matrices when one of them is beta type 3. These densities are expressed in terms of Appell's first hypergeometric function F1 and Humbert...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2009-01-01
|
| Series: | International Journal of Mathematics and Mathematical Sciences |
| Online Access: | http://dx.doi.org/10.1155/2009/308518 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Summary: | We study several properties of matrix variate beta type 3 distribution.
We also derive probability density functions of the product of two independent random
matrices when one of them is beta type 3. These densities are expressed in terms of Appell's
first hypergeometric function F1 and Humbert's confluent hypergeometric function Φ1 of matrix arguments. Further, a bimatrix variate generalization of the beta type 3 distribution
is also defined and studied. |
|---|---|
| ISSN: | 0161-1712 1687-0425 |