Extended matrix variate gamma and beta functions
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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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Cited in
(22)- Properties of matrix variate confluent hypergeometric function distribution
- Multivariate Macdonald distribution and its properties
- Extended matrix variate hypergeometric functions and matrix variate distributions
- The extended matrix-variate beta probability distribution on symmetric matrices
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- Characterization of beta distribution on symmetric cones
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