Properties of matrix variate beta type 3 distribution (Q1035145)
From MaRDI portal
![]() | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Properties of matrix variate beta type 3 distribution |
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
0 references