Some properties of complex matrix-variate generalized Dirichlet integrals

Details Some properties of complex matrix-variate generalized Dirichlet integrals Some properties of complex matrix-variate generalized Dirichlet integrals

2006-07-25

arxiv.org/abs/math/0607625v1

Mathematics

Logic

8 pages

Scientific paper

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 \cite{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.

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