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Matrix-variate Kummer-Beta distribution

Part of: Multivariate analysis Distribution theory

Published online by Cambridge University Press:  09 April 2009

Daya K. Nagar  and
Arjun K. Gupta
Daya K. Nagar
Affiliation:
Department de Matemáticas, Universidad de Antioquia, Medellín, A. A. 1226Colombia e-mail: nagar@matematicas.udea.edu.co
Arjun K. Gupta
Affiliation:
Department of Mathematics and Statistics, Bowling Green State University, Bowling Green, Ohio 43403-0221, USA e-mail: gupta@bgnet.bgsu.edu
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Abstract

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This paper proposes matrix variate generalization of Kummer-Beta family of distributions which has been studied recently by Ng and Kotz. This distribution is an extension of Beta distribution. Its characteristic function has been derived and it is shown that the distribution is orthogonally invariant. Some results on distribution of random quadratic forms have also been derived.

Keywords

confluent hypergeometric functioninvariant polynomialKummer-Beta distributionmatrix variatetransformationzonal polynomial

MSC classification

Secondary: 62H10: Distribution of statistics 62E15: Exact distribution theory
Type
Research Article
Information
Journal of the Australian Mathematical Society , Volume 73 , Issue 1 , August 2002 , pp. 11 - 26
Copyright
Copyright © Australian Mathematical Society 2002

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