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.
引用
收藏
页码:220 / 224
页数:4
相关论文
共 50 条
  • [21] Uniform Asymptotic Normality of the Matrix-variate Beta-distribution
    Kai Can LI
    He TANG
    Acta Mathematica Sinica,English Series, 2012, (08) : 1701 - 1712
  • [22] Estimation of the eigenvalues of noncentrality parameter in matrix variate noncentral beta distribution
    Sheena, Y
    Gupta, AK
    Fujikosh, Y
    ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2004, 56 (01) : 101 - 125
  • [23] The Extended Matrix-Variate Beta Probability Distribution on Symmetric Matrices
    Tounsi, Mariem
    METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 2020, 22 (02) : 647 - 676
  • [24] Matrix variate Cauchy distribution
    Bandekar, RR
    Nagar, DK
    STATISTICS, 2003, 37 (06) : 537 - 550
  • [25] A Matrix Variate Skew Distribution
    Akdemir, Deniz
    Gupta, Arjun K.
    EUROPEAN JOURNAL OF PURE AND APPLIED MATHEMATICS, 2010, 3 (02): : 128 - 140
  • [26] Matrix variate slash distribution
    Bulut, Y. Murat
    Arslan, Olcay
    JOURNAL OF MULTIVARIATE ANALYSIS, 2015, 137 : 173 - 178
  • [27] Matrix variate Macdonald distribution
    Nagar, Daya K.
    Roldan-Correa, Alejandro
    Gupta, Arjun K.
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2016, 45 (05) : 1311 - 1328
  • [28] NOTE ON MITRAS PAPER A DENSITY FREE APPROACH TO MATRIX VARIATE BETA DISTRIBUTION
    KHATRI, CG
    SANKHYA-THE INDIAN JOURNAL OF STATISTICS SERIES A, 1970, 32 (SEP): : 311 - 318
  • [29] A truncated matrix variate gamma distribution
    Zinodiny, Shokofeh
    Nadarajah, Saralees
    Nagar, Daya K.
    RESULTS IN APPLIED MATHEMATICS, 2024, 22
  • [30] On Inverted Matrix Variate Gamma Distribution
    Iranmanesh, Anis
    Arashi, M.
    Nagar, D. K.
    Tabatabaey, S. M. M.
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2013, 42 (01) : 28 - 41