Properties of matrix variate beta type 3 distribution (Q1035145): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q58648431, #quickstatements; #temporary_batch_1704736726153 |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 23:33, 30 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Properties of matrix variate beta type 3 distribution |
scientific article |
Statements
Properties of matrix variate beta type 3 distribution (English)
0 references
10 November 2009
0 references
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 \(F_{1}\) and Humbert's confluent hypergeometric function \(\Phi _{1}\) of matrix arguments. Further, a bimatrix variate generalization of the beta type 3 distribution is also defined and studied.
0 references