Noncentral bimatrix variate generalised beta distributions

2009/06/05 by José A. Díaz‐García, Jose A. Diaz-Garcia, Diaz-Garcia, Jose A. +3
Computer Science · Mathematics · #Advanced Mathematical Theories #Bayesian Methods and Mixture Models #Blind Source Separation Techniques #math.ST #stat.TH

paper · pdf · doi:10.48550/arxiv.0906.1136

14 pages

arxiv created 2009/06/05 · arxiv updated 2009/12/01

Abstract

In this paper, we determine the density functions of nonsymmetrised doubly noncentral matrix variate beta type I and II distributions. The nonsymetrised density functions of doubly noncentral and noncentral bimatrix variate generalised beta type I and II distributions are also obtained.

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