Bimatrix Variate Beta Type IV Distribution: Relation to Wilks's Statistic and Bimatrix Variate Kummer-Beta Type IV Distribution
نویسندگان
چکیده
منابع مشابه
Bimatrix variate beta type IV distribution: relation to Wilks’s statistic and bimatrix variate Kummer-beta type IV distribution
In this paper the bimatrix variate beta type IV distribution is derived from independent Wishart distributed matrix variables. We explore specific properties of this distribution which is then used to derive the exact expressions of the densities of the product and ratio of two dependent Wilks’s statistics and to define the bimatrix Kummer-beta type IV distribution.
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ژورنال
عنوان ژورنال: Communications in Statistics - Theory and Methods
سال: 2011
ISSN: 0361-0926,1532-415X
DOI: 10.1080/03610926.2010.508145