Properties of Matrix Variate Confluent Hypergeometric Function Distribution

Joint Authors

Sánchez, Luz Estela
Gupta, Arjun K.
Nagar, Daya K.

Source

Journal of Probability and Statistics

Issue

Vol. 2016, Issue 2016 (31 Dec. 2016), pp.1-12, 12 p.

Publisher

Hindawi Publishing Corporation

Publication Date

2016-02-08

Country of Publication

Egypt

No. of Pages

12

Main Subjects

Mathematics

Abstract EN

We study matrix variate confluent hypergeometric function kind 1 distribution which is a generalization of the matrix variate gamma distribution.

We give several properties of this distribution.

We also derive density functions of X2-1/2X1X2-1/2, (X1+X2)-1/2X1(X1+X2)-1/2, and X1+X2, where m×m independent random matrices X1 and X2 follow confluent hypergeometric function kind 1 and gamma distributions, respectively.

American Psychological Association (APA)

Gupta, Arjun K.& Nagar, Daya K.& Sánchez, Luz Estela. 2016. Properties of Matrix Variate Confluent Hypergeometric Function Distribution. Journal of Probability and Statistics،Vol. 2016, no. 2016, pp.1-12.
https://search.emarefa.net/detail/BIM-1110256

Modern Language Association (MLA)

Gupta, Arjun K.…[et al.]. Properties of Matrix Variate Confluent Hypergeometric Function Distribution. Journal of Probability and Statistics No. 2016 (2016), pp.1-12.
https://search.emarefa.net/detail/BIM-1110256

American Medical Association (AMA)

Gupta, Arjun K.& Nagar, Daya K.& Sánchez, Luz Estela. Properties of Matrix Variate Confluent Hypergeometric Function Distribution. Journal of Probability and Statistics. 2016. Vol. 2016, no. 2016, pp.1-12.
https://search.emarefa.net/detail/BIM-1110256

Data Type

Journal Articles

Language

English

Notes

Includes bibliographical references

Record ID

BIM-1110256