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Properties of the complex bimatrix variate beta distribution |
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| Authors: | M Arashi Daya K Nagar |
| Institution: | a Faculty of Mathematics, Shahrood University of Technology, Shahrood, Iran b Departamento de Matemáticas, Universidad de Antioquia, Calle 67, No. 53-108, Medell?´n, Colombia c Department of Statistics, Faculty of Sciences, Islamic Azad University, Mashhad Branch, Mashhad, Iran |
| Abstract: | In this article, we derive several properties such as marginal distribution, moments involving zonal polynomials, and asymptotic expansion of the complex bimatrix variate beta type 1 distribution introduced by D?´az-Garc?´a and Gutiérrez Jáimez José A. D?´az-Garc?´a, Ramón Gutiérrez Jáimez, Complex bimatrix variate generalised beta distributions, Linear Algebra Appl. 432 (2010) 571-582]. We also derive distributions of several matrix valued functions of random matrices jointly distributed as complex bimatrix variate beta type 1. |
| Keywords: | Primary: 62H10 Secondary: 62E15 |
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