A truncated matrix variate gamma distribution
A truncated form of a matrix variate gamma distribution is introduced and a number of properties of this distribution such as cumulative distribution function, orthogonal invariance, moment generating function, marginal distribution of block matrices, and moments are derived. Some results on distrib...
| Published in: | Results in Applied Mathematics |
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| Main Authors: | , , |
| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2024-05-01
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| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2590037424000165 |