Properties of the complex bimatrix variate beta distribution |
| |
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 |
本文献已被 ScienceDirect 等数据库收录! |
|