Generalised matrix multivariate Pearson type II-distribution
Statistics Theory
2015-06-25 v1 Statistics Theory
Abstract
Matrix multivariate Pearson type II-Riesz distribution is defined and some of its properties are studied. In particular, the associated matrix multivariate beta distribution type I is derived. Also the singular values and eigenvalues distributions are obtained.
Keywords
Cite
@article{arxiv.1506.07509,
title = {Generalised matrix multivariate Pearson type II-distribution},
author = {Jose A. Diaz-Garcia and Ramon Gutierrez-Sanchez},
journal= {arXiv preprint arXiv:1506.07509},
year = {2015}
}
Comments
17 pages. arXiv admin note: substantial text overlap with arXiv:1407.4551, arXiv:1402.5178, arXiv:1402.4520, arXiv:1301.4525, arXiv:1304.5292