Properties of Matrix Variate Confluent Hypergeometric Function Distribution. (8th February 2016)

• Record Type: Journal Article
• Authors: Gupta, Arjun K.; Nagar, Daya K.; Sánchez, Luz Estela
• Other Names: Bai Z. D. Academic Editor.
• Is Part Of: Journal of probability and statistics. Volume 2016(2016)
• Publication Date: 2016-02-08
• Subjects: Probabilities -- Periodicals; Mathematical statistics -- Periodicals; Mathematical statistics; Probabilities; Periodicals; 519
• DOI: 10.1155/2016/2374907
• Languages: English
• ISSNs: 1687-952X

Abstract

Abstract : We study matrix variate confluent hypergeometric function kind 1 distribution which is a generalization of the matrix variate gamma distribution. We give several properties of this distribution. We also derive density functions ofX 2 - 1 / 2 X 1 X 2 - 1 / 2, ( X 1 + X 2 ) - 1 / 2 X 1 ( X 1 + X 2 ) - 1 / 2, andX 1 + X 2, wherem × m independent random matricesX 1 andX 2 follow confluent hypergeometric function kind 1 and gamma distributions, respectively.