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Matrix Variate Pareto Distribution of the Second Kind
Joint Authors
Joshi, Lata
Gupta, Arjun K.
Nagar, Daya K.
Source
ISRN Probability and Statistics
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-20, 20 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-10-17
Country of Publication
Egypt
No. of Pages
20
Main Subjects
Abstract EN
We generalize the univariate Pareto distribution of the second kind to the matrix case and give its derivation using matrix variate gamma distribution.
We study several properties such as cumulative distribution function, marginal distribution of submatrix, triangular factorization, moment generating function, and expected values of the Pareto matrix.
Some of these results are expressed in terms of special functions of matrix arguments, zonal, and invariant polynomials.
American Psychological Association (APA)
Nagar, Daya K.& Joshi, Lata& Gupta, Arjun K.. 2012. Matrix Variate Pareto Distribution of the Second Kind. ISRN Probability and Statistics،Vol. 2012, no. 2012, pp.1-20.
https://search.emarefa.net/detail/BIM-498170
Modern Language Association (MLA)
Nagar, Daya K.…[et al.]. Matrix Variate Pareto Distribution of the Second Kind. ISRN Probability and Statistics No. 2012 (2012), pp.1-20.
https://search.emarefa.net/detail/BIM-498170
American Medical Association (AMA)
Nagar, Daya K.& Joshi, Lata& Gupta, Arjun K.. Matrix Variate Pareto Distribution of the Second Kind. ISRN Probability and Statistics. 2012. Vol. 2012, no. 2012, pp.1-20.
https://search.emarefa.net/detail/BIM-498170
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-498170