Properties of Matrix Variate Confluent Hypergeometric Function Distribution

Properties of Matrix Variate Confluent Hypergeometric Function Distribution

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 of X2-1/2X1X2-1/2, (X1+X2)-1/2X1(X1+X2)-1/2, and X1+X2, where m×m indepe...

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Veröffentlicht in:Journal of Probability and Statistics 2016-01, Vol.2016 (2016), p.54-65
Hauptverfasser: Gupta, Arjun K., Sánchez, Luz Estela, Nagar, Daya K.
Format: Artikel
Sprache:eng
Schlagworte:
Density
Functions, Gamma
Hypergeometric functions
Mathematical research
Matrices
Probability distribution functions
Statistics
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Zusammenfassung: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 of X2-1/2X1X2-1/2, (X1+X2)-1/2X1(X1+X2)-1/2, and X1+X2, where m×m independent random matrices X1 and X2 follow confluent hypergeometric function kind 1 and gamma distributions, respectively.
ISSN:1687-952X
1687-9538
DOI:10.1155/2016/2374907