Some probability distributions connected with beta and gamma matrices
Title:
Some probability distributions connected with beta and gamma matrices
Author:
Khattree, Ravindra Gupta, Rameshwar D.
Appeared in:
Communications in statistics
Paging:
Volume 21 (1992) nr. 2 pages 369-390
Year:
1992
Contents:
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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