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Physical Sciences and Mathematics Commons

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Bowling Green State University

Mathematics and Statistics Faculty Publications

2009

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Full-Text Articles in Physical Sciences and Mathematics

Properties Of Matrix Variate Beta Type 3 Distribution, Arjun K. Gupta, Daya K. Nagar Jan 2009

Properties Of Matrix Variate Beta Type 3 Distribution, Arjun K. Gupta, Daya K. Nagar

Mathematics and Statistics Faculty Publications

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 F1 and Humbert’s confluent hypergeometric function Φ1 of matrix arguments. Further, a bimatrix variate generalization of the beta type 3 distribution is also defined and studied.