Bimatrix Variate Beta Type IV Distribution: Relation to Wilks's Statistic and Bimatrix Variate Kummer-Beta Type IV Distribution

DOI10.1080/03610926.2010.508145zbMath1239.62063OpenAlexW2120906679MaRDI QIDQ2892619

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Publication date: 19 June 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2263/18544

zbMATH Keywords

Wishart distributionmoment generating functioninvariant polynomialsMeijer's G-functionhypergeometric functions of matrix argumentWilks's statistic

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypergeometric integrals and functions defined by them ((E), (G), (H) and (I) functions) (33C60) Applications of hypergeometric functions (33C90)

Related Items (12)

On the Bivariate Kummer-Beta Type IV Distribution ⋮ Generalized bivariate beta distributions involving Appell's hypergeometric function of the second kind ⋮ A bimatrix variate gamma distribution ⋮ Properties of the complex bimatrix variate beta distribution ⋮ Exact nonnull distribution of Wilks' statistic: The ratio and product of independent components ⋮ Distribution of the product of determinants of noncentral bimatrix beta variates ⋮ Bimatrix variate Kummer-gamma distribution ⋮ Multimatricvariate distribution under elliptical models ⋮ Extended matrix variate hypergeometric functions and matrix variate distributions ⋮ Wishart ratios with dependent structure: New members of the bimatrix beta type IV ⋮ Bimatrix variate gamma-beta distributions ⋮ Multivector variate distributions

Cites Work

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• Multivariate t and beta distributions associated with the multivariate F distribution
• Matrix variate Kummer-Gamma distribution
• Matrix-variate Kummer-Beta distribution
• The Exact Distribution of Wilks' Criterion
• Matrix variate Kummer-Dirichlet distributions

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