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...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
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 |