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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Bibliographic Details
Published inJournal of Probability and Statistics Vol. 2016; no. 2016; pp. 54 - 65
Main Authors Gupta, Arjun K., Sánchez, Luz Estela, Nagar, Daya K.
Format Journal Article
LanguageEnglish
Published Cairo, Egypt Hindawi Limiteds 01.01.2016
Hindawi Publishing Corporation
John Wiley & Sons, Inc
Hindawi Limited
Wiley
Subjects
Density
Functions, Gamma
Hypergeometric functions
Mathematical research
Matrices
Probability distribution functions
Statistics
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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.
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