Advances and Applications in Statistics
Volume 4, Issue 3, Pages 287 - 302
(December 2004)
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NON-CENTRAL COMPLEX MATRIX-VARIATE BETA DISTRIBUTION
Daya K. Nagar (Colombia), Elizabeth Bedoya (Colombia) and Elkin Lubin Arias (Colombia)
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Abstract: Let where
In this article, the
distribution of where
and T is a complex lower triangular
matrix with positive diagonal elements has been derived. The distribution of U
is a non-central complex matrix-variate beta distribution. Several properties of
this distribution have also been studied. |
Keywords and phrases: asymptotic, confluent hypergeometric function, complex matrix- variate, matrix-variate beta distribution, non-central, transformation. |
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