Properties of the complex bimatrix variate beta distribution

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]