MATRIX-VARIATE GAUSS HYPERGEOMETRIC DISTRIBUTION

被引：5

作者：

Gupta, Arjun K. ^{[1
]}

Nagar, Daya K. ^{[2
]}

机构：

[1] Bowling Green State Univ, Dept Math & Stat, Bowling Green, OH 43403 USA

[2] Univ Antioquia, Inst Matemat, Medellin, Colombia

来源：

JOURNAL OF THE AUSTRALIAN MATHEMATICAL SOCIETY | 2012年 / 92卷 / 03期

关键词：

beta distribution; beta function; gamma function; invariant polynomial; matrix-variate; transformation; zonal polynomial; LATENT ROOTS;

D O I：

10.1017/S1446788712000353

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this paper, we propose a matrix-variate generalization of the Gauss hypergeometric distribution and study several of its properties. We also derive probability density functions of the product of two independent random matrices when one of them is Gauss hypergeometric. These densities are expressed in terms of Appell's first hypergeometric function F-1 and Humbert's confluent hypergeometric function Phi(1) of matrix arguments.

引用

页码：335 / 355

页数：21

共 50 条

[21] Visual assessment of matrix-variate normality
Pocuca, Nikola
Gallaugher, Michael P. B.
Clark, Katharine M.
McNicholas, Paul D.
[J]. AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS, 2023, 65 (02) : 152 - 165
[22] A Matrix-Variate t Model for Networks
Billio, Monica
Casarin, Roberto
Costola, Michele
Iacopini, Matteo
[J]. FRONTIERS IN ARTIFICIAL INTELLIGENCE, 2021, 4
[23] Modal clustering of matrix-variate data
Federico Ferraccioli
Giovanna Menardi
[J]. Advances in Data Analysis and Classification, 2023, 17 : 323 - 345
[24] Dynamic Matrix-Variate Graphical Models
Carvalho, Carlos M.
West, Mike
[J]. BAYESIAN ANALYSIS, 2007, 2 (01): : 69 - 97
[25] Low and high dimensional wavelet thresholds for matrix-variate normal distribution
Karamikabir, H.
Sanati, A.
Hamedani, G. G.
[J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2024,
[26] A pathway to matrix-variate gamma and normal densities
Mathai, AM
[J]. LINEAR ALGEBRA AND ITS APPLICATIONS, 2005, 396 : 317 - 328
[27] Mixtures of Matrix-Variate Contaminated Normal Distributions
Tomarchio, Salvatore D.
Gallaugher, Michael P. B.
Punzo, Antonio
McNicholas, Paul D.
[J]. JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, 2022, 31 (02) : 413 - 421
[28] A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications
Ouimet, Frederic
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 2022, 189
[29] Matrix-variate statistical distributions and fractional calculus
A. M. Mathai
H. J. Haubold
[J]. Fractional Calculus and Applied Analysis, 2011, 14 : 138 - 155
[30] Matrix-Variate Dirichlet Process Priors with Applications
Zhang, Zhihua
Wang, Dakan
Dai, Guang
Jordan, Michael I.
[J]. BAYESIAN ANALYSIS, 2014, 9 (02): : 259 - 285

← 1 2 3 4 5 →