Matrix multivariate Pearson II-Riesz distribution

MaRDI QIDQ2791808zbMATH OpenFDO

Authors José A. Díaz-García, R. Gutiérrez-Sánchez

Publication date 16 March 2016

Published in Albanian Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1506.07509, http://albanian-j-math.com/archives/2015-03.pdf

zbMATH Keywords

complex random matricesKotz-Riesz distributionmatrix multivariateoctonion random matricesPearson type II distributionquaternion random matricesreal normed division algebrasreal random matricesRiesz distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15)

Abstract: Matrix multivariate Pearson type II-Riesz distribution is defined and some of its properties are studied. In particular, the associated matrix multivariate beta distribution type I is derived. Also the singular values and eigenvalues distributions are obtained.

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