Properties of Matrix Variate Confluent Hypergeometric Function Distribution
نویسندگان
چکیده
منابع مشابه
Matrix-variate Gauss Hypergeometric Distribution
In this paper, we propose a matrix-variate generalization of the Gauss hypergeometric distribution and study several of its properties. We also derive probability density functions of the product of two independent random matrices when one of them is Gauss hypergeometric. These densities are expressed in terms of Appell’s first hypergeometric function F1 and Humbert’s confluent hypergeometric f...
متن کاملProperties of the Bivariate Confluent Hypergeometric Function Kind 1 Distribution
The bivariate confluent hypergeometric function kind 1 distribution is defined by the probability density function proportional to x1 1 x2 2 1 F1(α; β; −x1 − x2). In this article, we study several properties of this distribution and derive density functions of X1/X2, X1/(X1 + X2), X1 + X2 and 2 √ X1X2. The density function of 2 √ X1X2 is represented in terms of modified Bessel function of the s...
متن کاملMultivariate Generalization of the Confluent Hypergeometric Function Kind 1 Distribution
The confluent hypergeometric function kind 1 distribution with the probability density function pdf proportional to x −11F1 α; β;−x , x > 0 occurs as the distribution of the ratio of independent gamma and beta variables. In this article, a multivariate generalization of this distribution is defined and derived. Several pertinent properties of this multivariate distribution are discussed that sh...
متن کاملOn the confluent hypergeometric function coming from the Pareto distribution
Making use of the confluent hypergeometric function we can obtain the Laplace-Stieltje transform of the Pareto distribution in the following form ζ(s) = hU(1; 1− h; s) = 1F1(1; 1− h; s)− Γ(1− h)s1F1(1 + h; 1 + h; s). About this transform, we obtain an identity, Γ(1 + h)|U(1, 1− h, s)|2 = ∫ ∞ 0 ∫ ∞ 0 λhe−λ−y |λ+ s|2 + λy 2000 Mathematical Subject Classification: 33C15, 60E07
متن کاملMatrix-variate Beta Distribution
We propose 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.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Probability and Statistics
سال: 2016
ISSN: 1687-952X,1687-9538
DOI: 10.1155/2016/2374907