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Several distributions are studied, simultaneously in the real, complex, quaternion and octonion cases. Specifically, these are the central, nonsingular matricvariate and matrix multivariate T and beta type II distributions and the joint…

Statistics Theory · Mathematics 2010-11-24 Jose A. Diaz-Garcia , Ramon Gutierrez-Jaimez

This paper proposes a generalisation of the Pearson type II distribution, which shall termed Pearson Type II-Riesz distribution, based in the Kotz-Riesz distribution. Specifically, the central nonsingular matricvariate generalised Pearson…

Statistics Theory · Mathematics 2015-06-17 Jose A. Diaz-Garcia , Francisco J. Caro-Lopera

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…

Statistics Theory · Mathematics 2015-06-25 Jose A. Diaz-Garcia , Ramon Gutierrez-Sanchez

This paper proposes a unified approach that enables the Wishart distribution to be studied simultaneously in the real, complex, quaternion and octonion cases. In particular, the noncentral generalised Wishart distribution, the joint density…

Statistics Theory · Mathematics 2010-10-12 Jose A. Diaz-Garcia , Ramon Gutierrez-Jaimez

The distribution functions of the matricvariate beta type I and II distributions are studied under real normed division algebras. The unified approach for real, complex, quaternions and octonions, also considers general properties and…

Statistics Theory · Mathematics 2024-09-27 José A. Díaz-García , Francisco J. Caro-Lopera

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…

Statistics Theory · Mathematics 2009-06-08 Jose A. Diaz-Garcia , Ramon Gutierrez-Jaimez

In this paper, the densities of the doubly singular beta type I and II distributions are found, and the joint densities of their corresponding nonzero eigenvalues are provided. As a consequence, the density function of a singular inverted…

Statistics Theory · Mathematics 2009-04-15 J. A. Diaz-Garcia , R. Gutierrez-Jaimez

This paper proposes famillies of multimatricvariate and multimatrix variate distributions based on elliptically contoured laws in the context of real normed division algebras. The work allows to answer the following inference problems about…

Statistics Theory · Mathematics 2024-05-14 José A. Díaz-García , Francisco J. Caro-Lopera

Supposing Kotz-Riesz type I and II distributions and their corresponding independent univariate Riesz distributions the associated generalised matrix multivariate T distributions, termed matrix multivariate T-Riesz distributions are…

Statistics Theory · Mathematics 2015-06-17 Jose A. Diaz-Garcia , Ramon Gutierrez-Sanchez

This paper proposes the density and characteristic functions of a general matrix quadratic form $\mathbf{X}^{*}\mathbf{AX}$, when $\mathbf{A} = \mathbf{A}^{*}$, $\mathbf{X}$ has a matrix multivariate elliptical distribution and…

Statistics Theory · Mathematics 2012-10-22 Jose A. Diaz-Garcia

In this paper, we extend the study of bivariate generalised beta type I and II distributions to the matrix variate case.

Statistics Theory · Mathematics 2009-04-14 J. A. Diaz-Garcia , R. Gutierrez-Jaimez

The Poisson distribution has been widely studied and used for modeling univariate count-valued data. Multivariate generalizations of the Poisson distribution that permit dependencies, however, have been far less popular. Yet, real-world…

Methodology · Statistics 2016-12-28 David I. Inouye , Eunho Yang , Genevera I. Allen , Pradeep Ravikumar

In this paper we develop a very general class of bivariate discrete distributions. The basic idea is very simple. The marginals are obtained by taking the random geometric sum of a baseline distribution function. The proposed class of…

Methodology · Statistics 2018-05-22 Debasis Kundu

In this paper, we determine the density functions of doubly noncentral singular matrix variate beta type I and II distributions.

Statistics Theory · Mathematics 2009-04-15 J. A. Diaz-Garcia , R. Gutierrez-Jaimez

Assuming Kotz-Riesz type I and II distributions and their corresponding independent Riesz distributions the associated generalised matricvariate T distributions, termed matricvariate T-Riesz distributions for real normed division algebras…

Statistics Theory · Mathematics 2015-06-17 Jose A. Diaz-Garcia , Ramon Gutierrez-Sanchez

The polygonal distributions are a class of distributions that can be defined via the mixture of triangular distributions over the unit interval. The class includes the uniform and trapezoidal distributions, and is an alternative to the beta…

Methodology · Statistics 2017-01-18 Hien D Nguyen , Geoffrey J McLachlan

In this article, we define a matrix multinomial distribution. We prove some properties of the matrix multinomial distribution. We prove that the matrix Poisson distribution can be used as an approximation to the matrix multinomial…

Probability · Mathematics 2021-04-30 Yuriy Yurchenko

In this paper, we determine the density functions of nonsymmetrised doubly noncentral matrix variate beta type I and II distributions. The nonsymetrised density functions of doubly noncentral and noncentral bimatrix variate generalised beta…

Statistics Theory · Mathematics 2009-06-08 Jose A. Diaz-Garcia , Ramon Gutierrez-Jaimez

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…

Methodology · Statistics 2025-03-20 Indranil Ghosh , Mina Norouzirad , Filipe J. Marques

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…

Statistics Theory · Mathematics 2026-04-24 Haoming Wang
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