International Journal of Mathematics and Mathematical Sciences
Volume 24 (2000), Issue 7, Pages 449-459
doi:10.1155/S0161171200002398
Matrix-variate beta distribution
Arjun K. Gupta1
and Daya K. Nagar2
1Department of Mathematics and statistics, Bowling Green State University, Bowling Green 43403-0221, Ohio, USA
2Departamento de Mathemáticas, Universidad de Antioquia, Medellín A.A. 1226, Colombia
Abstract
We propose matrix-variate beta type III distribution. Several properties of this distribution including Laplace transform, marginal distribution and its relationship with matrix-variate beta type I and type II distributions are also studied.