Properties of Matrix Variate Confluent Hypergeometric Function Distribution
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 indepe...
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Published in | Journal of Probability and Statistics Vol. 2016; no. 2016; pp. 54 - 65 |
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Main Authors | , , |
Format | Journal Article |
Language | English |
Published |
Cairo, Egypt
Hindawi Limiteds
01.01.2016
Hindawi Publishing Corporation John Wiley & Sons, Inc Hindawi Limited Wiley |
Subjects | |
Online Access | Get full text |
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Summary: | 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. |
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Bibliography: | ObjectType-Article-1 SourceType-Scholarly Journals-1 ObjectType-Feature-2 content type line 23 |
ISSN: | 1687-952X 1687-9538 |
DOI: | 10.1155/2016/2374907 |