Properties of Matrix Variate Confluent Hypergeometric Function Distribution
We study matrix variate confluent hypergeometric function kind 1 distribution which is a generalization of the matrix variate gamma distribution. We give several properties of this distribution. We also derive density functions of X2-1/2X1X2-1/2, (X1+X2)-1/2X1(X1+X2)-1/2, and X1+X2, where m×m indepe...
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| Format: | Article |
| Language: | English |
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Wiley
2016-01-01
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| Series: | Journal of Probability and Statistics |
| Online Access: | http://dx.doi.org/10.1155/2016/2374907 |
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| _version_ | 1832559896489361408 |
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| author | Arjun K. Gupta Daya K. Nagar Luz Estela Sánchez |
| author_facet | Arjun K. Gupta Daya K. Nagar Luz Estela Sánchez |
| author_sort | Arjun K. Gupta |
| collection | DOAJ |
| description | We study matrix variate confluent hypergeometric function kind 1 distribution which is a generalization of the matrix variate gamma distribution. We give several properties of this distribution. We also derive density functions of X2-1/2X1X2-1/2, (X1+X2)-1/2X1(X1+X2)-1/2, and X1+X2, where m×m independent random matrices X1 and X2 follow confluent hypergeometric function kind 1 and gamma distributions, respectively. |
| format | Article |
| id | doaj-art-4b07cea719f34d63b7a9c20a806d37ea |
| institution | Kabale University |
| issn | 1687-952X 1687-9538 |
| language | English |
| publishDate | 2016-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Probability and Statistics |
| spelling | doaj-art-4b07cea719f34d63b7a9c20a806d37ea2025-02-03T01:28:59ZengWileyJournal of Probability and Statistics1687-952X1687-95382016-01-01201610.1155/2016/23749072374907Properties of Matrix Variate Confluent Hypergeometric Function DistributionArjun K. Gupta0Daya K. Nagar1Luz Estela Sánchez2Department of Mathematics and Statistics, Bowling Green State University, Bowling Green, OH 43403-0221, USAInstituto de Matemáticas, Universidad de Antioquia, Calle 67, No. 53–108, Medellín, ColombiaInstituto de Matemáticas, Universidad de Antioquia, Calle 67, No. 53–108, Medellín, ColombiaWe study matrix variate confluent hypergeometric function kind 1 distribution which is a generalization of the matrix variate gamma distribution. We give several properties of this distribution. We also derive density functions of X2-1/2X1X2-1/2, (X1+X2)-1/2X1(X1+X2)-1/2, and X1+X2, where m×m independent random matrices X1 and X2 follow confluent hypergeometric function kind 1 and gamma distributions, respectively.http://dx.doi.org/10.1155/2016/2374907 |
| spellingShingle | Arjun K. Gupta Daya K. Nagar Luz Estela Sánchez Properties of Matrix Variate Confluent Hypergeometric Function Distribution Journal of Probability and Statistics |
| title | Properties of Matrix Variate Confluent Hypergeometric Function Distribution |
| title_full | Properties of Matrix Variate Confluent Hypergeometric Function Distribution |
| title_fullStr | Properties of Matrix Variate Confluent Hypergeometric Function Distribution |
| title_full_unstemmed | Properties of Matrix Variate Confluent Hypergeometric Function Distribution |
| title_short | Properties of Matrix Variate Confluent Hypergeometric Function Distribution |
| title_sort | properties of matrix variate confluent hypergeometric function distribution |
| url | http://dx.doi.org/10.1155/2016/2374907 |
| work_keys_str_mv | AT arjunkgupta propertiesofmatrixvariateconfluenthypergeometricfunctiondistribution AT dayaknagar propertiesofmatrixvariateconfluenthypergeometricfunctiondistribution AT luzestelasanchez propertiesofmatrixvariateconfluenthypergeometricfunctiondistribution |