Properties of the complex bimatrix variate beta distribution

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Abstract

In this article, we derive several properties such as marginal distribution, moments involving zonal polynomials, and asymptotic expansion of the complex bimatrix variate beta type 1 distribution introduced by Díaz-García and Gutiérrez Jáimez [José A. Díaz-García, Ramón Gutiérrez Jáimez, Complex bimatrix variate generalised beta distributions, Linear Algebra Appl. 432 (2010) 571-582]. We also derive distributions of several matrix valued functions of random matrices jointly distributed as complex bimatrix variate beta type 1. © 2010 Elsevier Inc. All rights reserved.

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APA

Arashi, M., Nagar, D. K., & Far, Z. F. (2011). Properties of the complex bimatrix variate beta distribution. Linear Algebra and Its Applications, 434(9), 2018–2029. https://doi.org/10.1016/j.laa.2010.12.005

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