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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| Format: | Article |
| Language: | English |
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Hindawi Limited
2016-01-01
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| Series: | Journal of Probability and Statistics |
| Online Access: | http://dx.doi.org/10.1155/2016/2374907 |
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doaj-4b07cea719f34d63b7a9c20a806d37ea2020-11-24T23:09:18ZengHindawi LimitedJournal of Probability and Statistics1687-952X1687-95382016-01-01201610.1155/2016/23749072374907Properties of Matrix Variate Confluent Hypergeometric Function DistributionArjun K. Gupta0Daya K. Nagar1Luz Estela Sánchez2Department of Mathematics and Statistics, Bowling Green State University, Bowling Green, OH 43403-0221, USAInstituto de Matemáticas, Universidad de Antioquia, Calle 67, No. 53–108, Medellín, ColombiaInstituto de Matemáticas, Universidad de Antioquia, Calle 67, No. 53–108, Medellín, ColombiaWe 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.http://dx.doi.org/10.1155/2016/2374907 |
| collection |
DOAJ |
| language |
English |
| format |
Article |
| sources |
DOAJ |
| author |
Arjun K. Gupta Daya K. Nagar Luz Estela Sánchez |
| spellingShingle |
Arjun K. Gupta Daya K. Nagar Luz Estela Sánchez Properties of Matrix Variate Confluent Hypergeometric Function Distribution Journal of Probability and Statistics |
| author_facet |
Arjun K. Gupta Daya K. Nagar Luz Estela Sánchez |
| author_sort |
Arjun K. Gupta |
| title |
Properties of Matrix Variate Confluent Hypergeometric Function Distribution |
| title_short |
Properties of Matrix Variate Confluent Hypergeometric Function Distribution |
| title_full |
Properties of Matrix Variate Confluent Hypergeometric Function Distribution |
| title_fullStr |
Properties of Matrix Variate Confluent Hypergeometric Function Distribution |
| title_full_unstemmed |
Properties of Matrix Variate Confluent Hypergeometric Function Distribution |
| title_sort |
properties of matrix variate confluent hypergeometric function distribution |
| publisher |
Hindawi Limited |
| series |
Journal of Probability and Statistics |
| issn |
1687-952X 1687-9538 |
| publishDate |
2016-01-01 |
| description |
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. |
| url |
http://dx.doi.org/10.1155/2016/2374907 |
| work_keys_str_mv |
AT arjunkgupta propertiesofmatrixvariateconfluenthypergeometricfunctiondistribution AT dayaknagar propertiesofmatrixvariateconfluenthypergeometricfunctiondistribution AT luzestelasanchez propertiesofmatrixvariateconfluenthypergeometricfunctiondistribution |
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1725610495003590656 |