Extended matrix variate gamma and beta functions (Q391859): Difference between revisions
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The paper presents preliminaries involving functions of an matrix argument in order to prepare an apparatus for a matrix variate distribution theory. As an illustration the probability density function of the sum in Theorem 6.1 is found. In Theorem 6.2 the expected value involving two independent random matrices is derived. Readers should take into account the authors' text in [\textit{A. K. Gupta} and \textit{D. K. Nagar}, Matrix variate distributions. Chapman \& Hall/CRC Monographs and Surveys in Pure and Applied Mathematics. 104. Boca Raton, FL: CRC Press. (2000; Zbl 0935.62064)] for completeness. | |||
| Property / review text: The paper presents preliminaries involving functions of an matrix argument in order to prepare an apparatus for a matrix variate distribution theory. As an illustration the probability density function of the sum in Theorem 6.1 is found. In Theorem 6.2 the expected value involving two independent random matrices is derived. Readers should take into account the authors' text in [\textit{A. K. Gupta} and \textit{D. K. Nagar}, Matrix variate distributions. Chapman \& Hall/CRC Monographs and Surveys in Pure and Applied Mathematics. 104. Boca Raton, FL: CRC Press. (2000; Zbl 0935.62064)] for completeness. / rank | |||
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| Property / reviewed by | |||
| Property / reviewed by: Ravi N. Kalia / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 33B15 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 33E99 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 32H99 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6244532 / rank | |||
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| Property / zbMATH Keywords | |||
multivariate beta function | |||
| Property / zbMATH Keywords: multivariate beta function / rank | |||
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| Property / zbMATH Keywords | |||
multivariate gamma functions | |||
| Property / zbMATH Keywords: multivariate gamma functions / rank | |||
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| Property / zbMATH Keywords | |||
extended matrix variate gamma and beta functions. | |||
| Property / zbMATH Keywords: extended matrix variate gamma and beta functions. / rank | |||
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Revision as of 14:18, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extended matrix variate gamma and beta functions |
scientific article |
Statements
Extended matrix variate gamma and beta functions (English)
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13 January 2014
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The paper presents preliminaries involving functions of an matrix argument in order to prepare an apparatus for a matrix variate distribution theory. As an illustration the probability density function of the sum in Theorem 6.1 is found. In Theorem 6.2 the expected value involving two independent random matrices is derived. Readers should take into account the authors' text in [\textit{A. K. Gupta} and \textit{D. K. Nagar}, Matrix variate distributions. Chapman \& Hall/CRC Monographs and Surveys in Pure and Applied Mathematics. 104. Boca Raton, FL: CRC Press. (2000; Zbl 0935.62064)] for completeness.
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multivariate beta function
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multivariate gamma functions
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extended matrix variate gamma and beta functions.
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