Related papers: Bimatrix variate generalised beta distributions

For a given $p$-variable mean $M \colon I^p \to I$ ($I$ is a subinterval of $\mathbb{R}$), following (Horwitz, 2002) and (Lawson and Lim, 2008), we can define (under certain assumption) its $(p+1)$-variable $\beta$-invariant extension as…

Using a probabilistic approach, we derive some interesting combinatorial identities involving gamma and beta functions. These results generalize certain well-known combinatorial identities involving binomial coefficients and special…

In this paper, we introduce a new class of bivariate distributions by compounding the bivariate generalized exponential and power-series distributions. This new class contains some new sub-models such as the bivariate generalized…

Bivariate P-polynomial association scheme of type $(\alpha,\beta)$ are defined as a generalization of the P-polynomial association schemes. This generalization is shown to be equivalent to a set of conditions on the intersection parameters.…

In this paper, a generalization for the Birnbaum Saunders distribution, which has been applied to the modelling of fatigue failure times and reliability studies, is considered. The maximum likelihood estimators and statistical inference for…

In the estimation of the mean matrix in a multivariate normal distribution, the generalized Bayes estimators with closed forms are provided, and the sufficient conditions for their minimaxity are derived relative to both matrix and scalar…

This article derives several properties of the Riesz distributions, such as their corresponding Bartlett decompositions, the inverse Riesz distributions and the distribution of the generalised variance for real normed division algebras. In…

Although the specification of bivariate probability models using a collection of assumed conditional distributions is not a novel concept, it has received considerable attention in the last decade. In this study, a bivariate…

Matrix transformations in terms of triangular matrices is the easiest method of evaluating matrix-variate gamma and beta integrals in the real and complex cases. Here we give several procedures of explicit evaluation of gamma and beta…

This paper proves a matrix model for the Wishart Ensemble with general covariance and general dimension parameter beta. In so doing, we introduce a new and elegant definition of Jack polynomials.

This work provides a survey of the general class of distributions generated from the mixture of the beta random variables. We provide an extensive review of the literature, concerning generating new distributions via the inverse CDF…

We define and study a multidimensional process that generalizes the eigenvalues of matrix Jacobi processes on the one hand and whose stationary distribution is given by the beta Jacobi ensemble on the other hand.

General classes of bivariate distributions are well studied in literature. Most of these classes are proposed via a copula formulation or extensions of some characterisation properties in the univariate case. In Kundu(2022) we see one such…

A transformation group approach to the prior for the parameters of the beta distribution is suggested which accounts for finite sets of data by imposing a limit to the range of parameter values under consideration. The relationship between…

Matrix variate beta (MVB) distributions are used in different fields of hypothesis testing, multivariate correlation analysis, zero regression, canonical correlation analysis and etc. In this approach a unified methodology is proposed to…

In recent years, data have become increasingly higher dimensional and, therefore, an increased need has arisen for dimension reduction techniques for clustering. Although such techniques are firmly established in the literature for…

Covariance matrix estimation arises in multivariate problems including multivariate normal sampling models and regression models where random effects are jointly modeled, e.g. random-intercept, random-slope models. A Bayesian analysis of…

The generalized gamma distribution shows up in many problems related to engineering, hydrology as well as survival analysis. Earlier work has been done that estimated the deviation of the exponential and the Weibull distribution from…

We derive the distribution of the ratio of a non-central mean matrix and a sample covariance matrix. This aligns with the confluent term ${}_1F_1$ in the non-central uni-variate Student's $t$. Some extensions of matrix-variate distributions…

In this paper, we extend the r-Dowling polynomials to their bivariate forms. Several properties that generalize those of the bivariate Bell and r-Bell polynomials are established. Finally, we obtain two forms of generalized Spivey's…