Properties of Matrix Variate Confluent Hypergeometric Function Distribution

Arjun K. Gupta, Daya K. Nagar and Luz Estela Sánchez

Journal of Probability and Statistics, 2016, vol. 2016, 1-12

Abstract:

We study matrix variate confluent hypergeometric function kind 1 distribution which is a generalization of the matrix variate gamma distribution. We give several properties of this distribution. We also derive density functions of , , and , where independent random matrices and follow confluent hypergeometric function kind 1 and gamma distributions, respectively.

Date: 2016
References: Add references at CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://downloads.hindawi.com/journals/JPS/2016/2374907.pdf (application/pdf)
http://downloads.hindawi.com/journals/JPS/2016/2374907.xml (text/xml)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hin:jnljps:2374907

DOI: 10.1155/2016/2374907

Access Statistics for this article

More articles in Journal of Probability and Statistics from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().