Complex bimatrix variate generalised beta distributions |
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| Authors: | José A Díaz-García Ramón Gutiérrez Jáimez |
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| Institution: | 1. Universidad Autónoma Agraria Antonio Narro, Department of Statistics and Computation, 25315 Buenavista, Saltillo, Coahuila, Mexico;2. Department of Statistics and O.R., University of Granada, Granada 18071, Spain |
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| Abstract: | In this paper, the study of bivariate generalised beta types I and II distributions is extended to the complex matrix variate case, for which the corresponding density functions are found. In addition, for complex bimatrix variate beta type I distributions, several basic properties, including the joint eigenvalue density and the maximum eigenvalue distribution, are studied. |
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