Distributions of powers of the central beta matrix variates and applications

Thu Pham-Gia (), Duong Thanh Phong () and Dinh Ngoc Thanh ()
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Thu Pham-Gia: Université de Moncton
Duong Thanh Phong: Ton Duc Thang University
Dinh Ngoc Thanh: University of Science, Vietnam National University Ho Chi Minh City

Statistical Methods & Applications, 2020, vol. 29, issue 3, No 10, 668 pages

Abstract: Abstract We consider the central Beta matrix variates of both kinds, and establish the expressions of the densities of integral powers of these variates, for all their three types of distributions encountered in the statistical literature: entries, determinant, and latent roots distributions. Applications and computation of credible intervals are presented.

Keywords: Beta matrix variates; Credible interval; G-Function; Latent roots; Powers; 62H10 (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1007/s10260-019-00497-3

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