Bimatrix variate beta type IV distribution : relation to Wilks's statistic and bimatrix variate Kummer-beta type IV distribution
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Date
Authors
Bekker, Andriette, 1958-
Roux, Jacobus J.J.
Ehlers, Rene
Arashi, Mohammad
Journal Title
Journal ISSN
Volume Title
Publisher
Routledge
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.
Description
Keywords
Bimatrix variate beta type IV distribution, Bimatrix variate Kummerbeta type IV distribution, Invariant polynomials, Meijer’s G-function, Moment generating function, Wilks’ statistic, Wishart distribution
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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.