Properties of Matrix Variate Beta Type 3 Distribution

Arjun K. Gupta and Daya K. Nagar

International Journal of Mathematics and Mathematical Sciences, 2009, vol. 2009, 1-18

Abstract:

We study several properties of matrix variate beta type 3 distribution. We also derive probability density functions of the product of two independent random matrices when one of them is beta type 3. These densities are expressed in terms of Appell's first hypergeometric function and Humbert's confluent hypergeometric function of matrix arguments. Further, a bimatrix variate generalization of the beta type 3 distribution is also defined and studied.

Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jijmms:308518

DOI: 10.1155/2009/308518

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