Some properties of complex matrix-variate generalized Dirichlet integrals |
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Authors: | Joy Jacob Sebastian George A. M. Mathai |
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Affiliation: | (1) Department of Statistics, St. Thomas College, Arunapuram P.O., 686 574 Palai, Kottayam, India;(2) Montreal, Canada and Centre for Mathematical Sciences, McGill University, Pala Campus, Arunapuram P.O., 686 574 Pala, India |
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Abstract: | Dirichlet integrals and the associated Dirichlet statistical densities are widely used in various areas. Generalizations of Dirichlet integrals and Dirichlet models to matrix-variate cases, when the matrices are real symmetric positive definite or hermitian positive definite, are available [4]. Real scalar variables case of the Dirichlet models are generalized in various directions. One such generalization of the type-2 or inverted Dirichlet is looked into in this article. Matrix-variate analogue, when the matrices are hermitian positive definite, are worked out along with some properties which are mathematically and statistically interesting. |
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Keywords: | Beta integrals gamma integrals complex matrix-variate beta random variables type-2 Dirichlet model |
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