Extended matrix variate gamma and beta functions (Q391859)
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scientific article; zbMATH DE number 6244532
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| English | Extended matrix variate gamma and beta functions |
scientific article; zbMATH DE number 6244532 |
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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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0.8383095860481262
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0.8305853009223938
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0.8184187412261963
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0.8122811317443848
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0.8062072992324829
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