Some properties of complex matrix-variate generalized Dirichlet integrals
| 详细信息 | 推荐本文 | |
- 作者：Joy Jacob (1) jjstc@sancharnet.in
Sebastian George (1)
A. M. Mathai (12) - 关键词：Beta integrals ; gamma integrals ; complex matrix ; variate beta random variables ; type ; 2 Dirichlet model
- 刊名：Proceedings Mathematical Sciences
- 出版时间：August 2005
- 出版年：2005
- 期刊代码：157_0973-7685
- 类别：mat
- 卷：115
- 期：3
- 页码：241-249
- 数据来源：sp
摘要
Dirichlet integrals and the associated Dirichlet statistical densities are widely used in various areas. Generalizations of Dirichlet integrals and Dirichlet models to matrix-variate cases, when the matrices are real symmetric positive definite or hermitian positive definite, are available [4]. Real scalar variables case of the Dirichlet models are generalized in various directions. One such generalization of the type-2 or inverted Dirichlet is looked into in this article. Matrix-variate analogue, when the matrices are hermitian positive definite, are worked out along with some properties which are mathematically and statistically interesting.