Bimatrix variate distributions of Wishart ratios with application

Abstract

The focus of this study is the development of a group of bimatrix variate beta distributions with bounded domain for the central and noncentral cases. They are constructed from different dependent Wishart ratios. Exact expressions are derived for the density functions by using symmetrisation. The role of the parameters of these new distributions is also highlighted. These new bimatrix variate beta distributions add value to multivariate statistical analysis and an application in this field is the link to statistics that are functions of the product of determinants of bimatrix beta variates. Exact expressions are derived for the density functions of the product of determinants of these bimatrix beta variates.