On singular matrix variate beta distribution

被引:0
|
作者
Fang Biqi
机构
[1] the Chinese of Academy Sciences,Institute of Applied Mathematics
关键词
Wishart distribution; beta distribution; singular matrix distribution;
D O I
10.1007/BF02720498
中图分类号
学科分类号
摘要
In this paper the density of the matrix variate beta distribution of rank lower than its dimensionality is obtained with respect to a suitably defined differential form under the condition that the difference between the identity and this matrix has full rank. As preliminaries, the Jacobian of a transformation related to decomposing a nonnegative-definite matrix into the product of a matrix of full column rank and its transpose and that of the transformation of a nonnegative-definite matrix into its congruent matrix are established.
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页码:220 / 224
页数:4
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