International Journal of Applied Mathematical Sciences
Open Access
  • Year: 2006
  • Volume: 3
  • Issue: 1

A Generalized Matrix Variate Beta Distribution

  • Author:
  • Arjun K. Gupta1, Daya K. Nagar2
  • Total Page Count: 16
  • Page Number: 21 to 36

1Department of Mathematics and Statistics, Bowling Green State University, Bowling Green, Ohio 434030221, USA.

2Departamento de Matemáticas, Universidad de Antioquia, Calle 67, No. 53–108, Medellín, Colombia.

AMS subject classification: 62E15, 62H99.

Abstract

A new distribution which contains the matrix variate beta distribution as a special case is introduced. Several properties of the distribution have been studied.

Keywords

Beta distribution, invariant polynomials, matrix variate, transformation, zonal polynomials