1. Properties of the complex bimatrix variate beta distribution
- Author
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Arashi, M., Nagar, Daya K., and Far, Z. Farshidian
- Subjects
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MATRICES (Mathematics) , *DISTRIBUTION (Probability theory) , *BETA functions , *ZONAL polynomials , *GAMMA functions , *MATHEMATICAL transformations , *DIRICHLET forms - Abstract
Abstract: In this article, we derive several properties such as marginal distribution, moments involving zonal polynomials, and asymptotic expansion of the complex bimatrix variate beta type 1 distribution introduced by Dı´az-Garcı´a and Gutiérrez Jáimez [José A. Dı´az-Garcı´a, Ramón Gutiérrez Jáimez, Complex bimatrix variate generalised beta distributions, Linear Algebra Appl. 432 (2010) 571–582]. We also derive distributions of several matrix valued functions of random matrices jointly distributed as complex bimatrix variate beta type 1. [Copyright &y& Elsevier]
- Published
- 2011
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