Matrix-variate beta distribution

DOI10.1155/S0161171200002398MaRDI QIDQ1590699zbMATH OpenFDO

Authors D. K. Nagar, Arjun K. Gupta

Publication date 27 March 2002

Published in International Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/49093

zbMATH Keywords

beta distributionLaplace transformmatrix-variatetransformationzonal polynomial

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: We propose a matrix-variate beta type III distribution. Several properties of this distribution including Laplace transform, marginal distribution and its relationship with matrix-variate beta type I and type II distributions are also studied.

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(38)

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• A bimatrix variate gamma distribution
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• Bimatrix variate beta type IV distribution: relation to Wilks's statistic and bimatrix variate Kummer-beta type IV distribution
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• On the matrix-variate generalized hyperbolic distribution and its Bayesian applications
• The central and non-central matrix variate Dirichlet type III distribution
• Evaluation of cumulative probabilities for matrix variate Kummer-beta and matrix variate Kummer-gamma distributions
• Bimatrix variate gamma-beta distributions
• Wilks' factorization of the matrix-variate Dirichlet-Riesz distributions
• Bayesian growth curve model useful for high-dimensional longitudinal data
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• Non-central complex matrix-variate beta distribution
• Beta Random Projection
• Properties of the Dirichlet type 3 distribution
• Matrix variate generalized inverted beta distribution
• A matrix variate inverse Lomax distribution
• Wishart ratios with dependent structure: New members of the bimatrix beta type IV
• The superiority of Bayes estimators in a multivariate linear model with respect to normal-inverse Wishart prior

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