Some probability distributions connected with beta and gamma matrices
Titel:
Some probability distributions connected with beta and gamma matrices
Auteur:
Khattree, Ravindra Gupta, Rameshwar D.
Verschenen in:
Communications in statistics
Paginering:
Jaargang 21 (1992) nr. 2 pagina's 369-390
Jaar:
1992
Inhoud:
In this paper, we obtain certain matrix distributions, which are derivable from the Gamma, Beta Type I and Beta Type II matrices. These are members of general ORIARIM class, as defined by Khatri, Khattree and Gupta (1991). The probability densities for all of these distributions are obtained. Further, it is shown that these distributions share certain distributional properties with Wishart distribution. Finally, the joint distributions of eigenvalues are obtained. For the sake of readability, the latter two aspects are presented only for Gaussian Hypergeometric distribution.
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