Complex bimatrix variate generalised beta distributions

Details Complex bimatrix variate generalised beta distributions Complex bimatrix variate generalised beta distributions

2009-06-05

arxiv.org/abs/0906.1131v1

Mathematics

Statistics Theory

13 pages

Scientific paper

In this paper, the study of bivariate generalised beta type I and II
distributions is extended to the complex matrix variate case, for which the
corresponding density functions are found. In addition, for complex bimatrix
variate beta type I distributions, several basic properties, including the
joint eigenvalue density and the maximum eigenvalue distribution, are studied.

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