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Complex bimatrix variate generalised beta distributions

✍ Scribed by José A. Díaz-García; Ramón Gutiérrez Jáimez

Publisher
Elsevier Science
Year
2010
Tongue
English
Weight
200 KB
Volume
432
Category
Article
ISSN
0024-3795

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✦ Synopsis

In this paper, the study of bivariate generalised beta types 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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