Bimatrix variate distributions of Wishart ratios with application
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University of Pretoria
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.
Description
Thesis (PhD)--University of Pretoria, 2011.
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UCTD
Sustainable Development Goals
Citation
Ehlers, R 2011, Bimatrix variate distributions of Wishart ratios with application, PhD thesis, University of Pretoria, Pretoria, viewed yymmdd < http://hdl.handle.net/2263/31284 >