Bimatrix variate beta type IV distribution : relation to Wilks's statistic and bimatrix variate Kummer-beta type IV distribution

dc.contributor.authorBekker, Andriette, 1958-
dc.contributor.authorRoux, Jacobus J.J.
dc.contributor.authorEhlers, Rene
dc.contributor.authorArashi, Mohammad
dc.date.accessioned2012-04-11T06:13:20Z
dc.date.available2013-05-31T00:20:03Z
dc.date.issued2011-11
dc.description.abstractIn 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.librariannf2012en
dc.description.sponsorshipThe National Research Foundation, South Africa (FA2007043000003) and the Research and Development Programme (University of Pretoria).en_US
dc.description.urihttp://www.tandfonline.com/loi/lsta20en_US
dc.identifier.citationA. 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.issn0361-0926 (print)
dc.identifier.issn1532-415X (online)
dc.identifier.other10.1080/03610926.2010.508145
dc.identifier.urihttp://hdl.handle.net/2263/18544
dc.language.isoenen_US
dc.publisherRoutledgeen_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.subjectBimatrix variate beta type IV distributionen
dc.subjectBimatrix variate Kummerbeta type IV distributionen
dc.subjectInvariant polynomialsen
dc.subjectMeijer’s G-functionen
dc.subjectMoment generating functionen
dc.subjectWilks’ statisticen
dc.subjectWishart distributionen
dc.subject.lcshMultivariate analysisen
dc.subject.lcshBeta functionsen
dc.subject.lcshHypergeometric functionsen
dc.titleBimatrix variate beta type IV distribution : relation to Wilks's statistic and bimatrix variate Kummer-beta type IV distributionen
dc.typePostprint Articleen

Files

Original bundle

Now showing 1 - 1 of 1
Loading...
Thumbnail Image
Name:
Bekker_Bimatrix(2011).pdf
Size:
306.11 KB
Format:
Adobe Portable Document Format
Description:
Postprint Article

License bundle

Now showing 1 - 1 of 1
Loading...
Thumbnail Image
Name:
license.txt
Size:
1.71 KB
Format:
Item-specific license agreed upon to submission
Description: