Distribution of the product of determinants of noncentral bimatrix beta variates
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Date
Authors
Bekker, Andriette, 1958-
Roux, Jacobus J.J.
Ehlers, Rene
Arashi, Mohammad
Journal Title
Journal ISSN
Volume Title
Publisher
Elsevier
Abstract
The product moments of existing and new noncentral bimatrix variate beta distributions with
bounded domain are derived. From these, exact expressions for the distributions of statistics are obtained
by using the Mellin transform. These distributions add value to multivariate statistical analysis with specific
reference to factors of Wilks’ statistics and the product of generalized statistics.
Description
Keywords
Bimatrix variate beta distributions, Fox’s H-function, Meijer’s G-function, Wilks’ statistic, Cumulative distribution function, Product of beta determinants, Test statistics
Sustainable Development Goals
Citation
A. Bekker, J.J.J. Roux, R. Ehlers, M. Arashi, Distribution of the product of determinants of noncentral bimatrix beta variates, Journal of Multivariate Analysis (2012), doi:10.1016/j.jmva.2012.02.016.