Distribution of the product of determinants of noncentral bimatrix beta variates

A. Bekker, J.J.J. Roux, R. Ehlers and M. Arashi

Journal of Multivariate Analysis, 2012, vol. 109, issue C, 73-87

Abstract: The product moments of existing and new noncentral bimatrix variate beta distributions with bounded domain are derived. From these, exact expressions for the distributions of statistics are obtained by using the Mellin transform. These distributions add value to multivariate statistical analysis with specific reference to factors of Wilks’ statistics and the product of generalized statistics.

Keywords: Bimatrix variate beta distributions; Cumulative distribution function; Fox’s H-function; Meijer’s G-function; Mellin transforms; Product of beta determinants; Test statistics; Wilks’ statistic (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.jmva.2012.02.016

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