Extended matrix variate gamma and beta functions

Matrix-Variate Beta Generator - Developments and Application

Matrix-variate beta distributions are applied in different fields of hypothesis testing, multivariate correlation analysis, zero regression, canonical correlation analysis and etc. A methodology is proposed to generate matrix-variate beta generator distributions by combining the matrix-variate beta kernel with an unknown function of the trace operator. Several statistical characteristics, exten...

Matrix-variate Beta Distribution

We propose matrix-variate beta type III distribution. Several properties of this distribution including Laplace transform, marginal distribution and its relationship with matrix-variate beta type I and type II distributions are also studied.

Symmetrised Doubly Non Central, Nonsingular Matrix Variate Beta Distribution

In this paper, we determine the symmetrised density of a nonsingular doubly noncentral matrix variate beta type I and II distributions under different definitions.

Evaluation of matrix-variate gamma and beta integrals as multiple integrals and Kober fractional integral operators in the complex matrix variate case

Properties of Matrix Variate Beta Type 3 Distribution

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 functionΦ1 of matrix arguments. Further, a bimatrix variate generalization...