Matrix variate Kummer-Dirichlet distributions

DOI10.1155/S1110757X0100701XMaRDI QIDQ5955002zbMATH OpenFDO

Authors Arjun K. Gupta, Liliam Cardeño, D. K. Nagar

Publication date 2001

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

Full work available at URL https://eudml.org/doc/50820

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate distribution of statistics (62H10)

Review text

Summary: The multivariate Kummer-Beta and multivariate Kummer-Gamma families of distributions have been proposed and studied recently by \textit{K. W. Kg} and \textit{S. Kotz} [Kummer-gamma and Kummer-beta univariate and multivariate distributions. Res. Rep., Dpt. Stat., Univ. Hong Kong (1995)]. These distributions are extensions of Kummer-Beta and Kummer-Gamma distributions. In this article we propose and study matrix variate generalizations of multivariate Kummer-Beta and multivariate Kummer-Gamma families of distributions.

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