Noncentral Matrix Variate Beta Distribution

Central and noncentral matrix variate beta type I and II distributions have been studied by diÆerent authors utilising diverse approaches, see Olkin and Rubin (1964), Khatri (1970), Muirhead (1982), Cadet (1996), Gupta and Na- gar (2000), D∂≥az-Garc∂≥a and Guti∂errez-J∂aimez (2001), among many other...

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Detalles Bibliográficos
Autor: JOSE ANTONIO DIAZ GARCIA
Tipo de recurso: informe técnico
Estado:Versión publicada
Fecha de publicación:2006
País:México
Institución:Centro de Investigación en Matemáticas
Repositorio:Repositorio Institucional CIMAT
Idioma:inglés
OAI Identifier:oai:cimat.repositorioinstitucional.mx:1008/655
Acceso en línea:http://cimat.repositorioinstitucional.mx/jspui/handle/1008/655
Access Level:acceso abierto
Palabra clave:info:eu-repo/classification/MSC/Teoría de la Distribución
info:eu-repo/classification/cti/1
info:eu-repo/classification/cti/12
info:eu-repo/classification/cti/1209
info:eu-repo/classification/cti/120907
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Sumario:Central and noncentral matrix variate beta type I and II distributions have been studied by diÆerent authors utilising diverse approaches, see Olkin and Rubin (1964), Khatri (1970), Muirhead (1982), Cadet (1996), Gupta and Na- gar (2000), D∂≥az-Garc∂≥a and Guti∂errez-J∂aimez (2001), among many others. These distributions play a very important role in various problems for proving hypotheses in the context of multivariate analysis, including canonical corre- lation analysis, the general linear hypothesis in MANOVA and the multiple matrix variate correlation analysis, see Muirhead (1982), Rao (1973), Srivas- tava (1968) and Kshirsagar (1961). Similarly, beta noncentral distributions are to be found in the context of shape theory, see Goodall and Mardia (1993).