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MATRIX-VARIATE GAUSS HYPERGEOMETRIC DISTRIBUTION
Published online by Cambridge University Press: 04 March 2012
Abstract
In this paper, we propose a matrix-variate generalization of the Gauss hypergeometric distribution and study several of its properties. We also derive probability density functions of the product of two independent random matrices when one of them is Gauss hypergeometric. These densities are expressed in terms of Appell’s first hypergeometric function F1 and Humbert’s confluent hypergeometric function Φ1of matrix arguments.
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- Research Article
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- Copyright © 2013 Australian Mathematical Publishing Association Inc.
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