2009/06/05 by José A. Díaz‐García, Diaz-Garcia, Jose A., Ramón Gutiérrez Jáimez +1
Computer Science · Mathematics · #Bayesian Methods and Mixture Models #FOS: Mathematics #Mathematical functions and polynomials #Random Matrices and Applications #Statistics Theory (math.ST)
paper · pdf · doi:10.48550/arxiv.0906.1131
openalex publication_date 2009/06/05 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
In this paper, the study of bivariate generalised beta type I and II distributions is extended to the complex matrix variate case, for which the corresponding density functions are found. In addition, for complex bimatrix variate beta type I distributions, several basic properties, including the joint eigenvalue density and the maximum eigenvalue distribution, are studied.