Complex bimatrix variate generalised beta distributions
Statistics Theory
2009-06-08 v1 Statistics Theory
Abstract
In this paper, the study of bivariate generalised beta type I and II distributions is extended to the complex matrix variate case, for which the corresponding density functions are found. In addition, for complex bimatrix variate beta type I distributions, several basic properties, including the joint eigenvalue density and the maximum eigenvalue distribution, are studied.
Cite
@article{arxiv.0906.1131,
title = {Complex bimatrix variate generalised beta distributions},
author = {Jose A. Diaz-Garcia and Ramon Gutierrez-Jaimez},
journal= {arXiv preprint arXiv:0906.1131},
year = {2009}
}
Comments
13 pages