dc.contributor.author |
Bekker, Andriette, 1958-
|
|
dc.contributor.author |
Roux, Jacobus J.J.
|
|
dc.contributor.author |
Ehlers, Rene
|
|
dc.contributor.author |
Arashi, Mohammad
|
|
dc.date.accessioned |
2012-04-11T06:13:20Z |
|
dc.date.available |
2013-05-31T00:20:03Z |
|
dc.date.issued |
2011-11 |
|
dc.description.abstract |
In this article, the bimatrix variate beta Type IV distribution is derived from
independent Wishart distributed matrix variables. We explore specific properties of
this distribution which is then used to derive the exact expressions of the densities of
the product and ratio of two dependent Wilks’s statistics and to define the bimatrix
Kummer-beta Type IV distribution. |
en |
dc.description.librarian |
nf2012 |
en |
dc.description.sponsorship |
The National Research
Foundation, South Africa (FA2007043000003) and the Research and Development
Programme (University of Pretoria). |
en_US |
dc.description.uri |
http://www.tandfonline.com/loi/lsta20 |
en_US |
dc.identifier.citation |
A. Bekker, J. J. J. Roux, R. Ehlers & M. Arashi (2011): Bimatrix Variate Beta Type IV Distribution: Relation to Wilks's Statistic and Bimatrix Variate Kummer-Beta Type IV Distribution, Communications in Statistics - Theory and Methods, 40:23, 4165-4178. |
en |
dc.identifier.issn |
0361-0926 (print) |
|
dc.identifier.issn |
1532-415X (online) |
|
dc.identifier.other |
10.1080/03610926.2010.508145 |
|
dc.identifier.uri |
http://hdl.handle.net/2263/18544 |
|
dc.language.iso |
en |
en_US |
dc.publisher |
Routledge |
en_US |
dc.rights |
© Taylor & Francis. This is an electronic version of an article published in Communications in Statistics—Theory and Methods, 40: 4165–4178, 2011. Communications in Statistics—Theory and Methods is available online at: http://www.tandfonline.com/loi/lsta20. |
en |
dc.subject |
Bimatrix variate beta type IV distribution |
en |
dc.subject |
Bimatrix variate Kummerbeta type IV distribution |
en |
dc.subject |
Invariant polynomials |
en |
dc.subject |
Meijer’s G-function |
en |
dc.subject |
Moment generating function |
en |
dc.subject |
Wilks’ statistic |
en |
dc.subject |
Wishart distribution |
en |
dc.subject.lcsh |
Multivariate analysis |
en |
dc.subject.lcsh |
Beta functions |
en |
dc.subject.lcsh |
Hypergeometric functions |
en |
dc.title |
Bimatrix variate beta type IV distribution : relation to Wilks's statistic and bimatrix variate Kummer-beta type IV distribution |
en |
dc.type |
Postprint Article |
en |