Matrix Variate Pareto Distribution of the Second Kind. (17th October 2012)

• Record Type: Journal Article
• Authors: Nagar, Daya K.; Joshi, Lata; Gupta, Arjun K.
• Other Names: Jiang J. Academic Editor.; Proppe C. Academic Editor.
• Is Part Of: ISRN probability and statistics. Volume 2012(2012)
• Publication Date: 2012-10-17
• Subjects: Probabilities -- Periodicals; Mathematical statistics -- Periodicals; Mathematical statistics; Probabilities; Electronic journals; Periodicals; 519
• DOI: 10.5402/2012/789273
• Languages: English
• ISSNs: 2090-4711

Abstract

Abstract : We generalize the univariate Pareto distribution of the second kind to the matrix case and give its derivation using matrix variate gamma distribution. We study several properties such as cumulative distribution function, marginal distribution of submatrix, triangular factorization, moment generating function, and expected values of the Pareto matrix. Some of these results are expressed in terms of special functions of matrix arguments, zonal, and invariant polynomials.