Symmetrised Doubly Non Central, Nonsingular Matrix Variate Beta Distribution
نویسندگان
چکیده مقاله:
In this paper, we determine the symmetrised density of a nonsingular doubly noncentral matrix variate beta type I and II distributions under different definitions.
منابع مشابه
Matrix-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 کاملMatrix-Variate Beta Generator - Developments and Application
Matrix-variate beta distributions are applied in different fields of hypothesis testing, multivariate correlation analysis, zero regression, canonical correlation analysis and etc. A methodology is proposed to generate matrix-variate beta generator distributions by combining the matrix-variate beta kernel with an unknown function of the trace operator. Several statistical characteristics, exten...
متن کاملProperties of Matrix Variate Beta Type 3 Distribution
We study several properties of matrix variate beta type 3 distribution. We also derive probability density functions of the product of two independent random matrices when one of them is beta type 3. These densities are expressed in terms of Appell’s first hypergeometric function F1 and Humbert’s confluent hypergeometric functionΦ1 of matrix arguments. Further, a bimatrix variate generalization...
متن کاملMatrix-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 کاملMatrix Variate ^-generalized Normal Distribution
In this paper, the matrix variate ^-generalized normal distribution is introduced. Then its properties are studied. In particular, it is proved that this distribution has maximal entropy in a certain class of distributions.
متن کاملOn Conditional Applications of Matrix Variate Normal Distribution
In this paper, by conditioning on the matrix variate normal distribution (MVND) the construction of the matrix t-type family is considered, thus providing a new perspective of this family. Some important statistical characteristics are given. The presented t-type family is an extension to the work of Dickey [8]. A Bayes estimator for the column covariance matrix &Sigma of MVND is derived under ...
متن کاملمنابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ذخیره در منابع من قبلا به منابع من ذحیره شده{@ msg_add @}
عنوان ژورنال
دوره 3 شماره 2
صفحات 191- 202
تاریخ انتشار 2007-03
با دنبال کردن یک ژورنال هنگامی که شماره جدید این ژورنال منتشر می شود به شما از طریق ایمیل اطلاع داده می شود.
میزبانی شده توسط پلتفرم ابری doprax.com
copyright © 2015-2023