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234853

Generalized Matrix Variate Gamma Distribution : Some Properties and Related distributions

Article

Last updated: 05 Jan 2025

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Abstract

A new type of generalized matrix variate gamma distribution is defined. The proposed  distribution is the matrix variate analog of Agarwal and Kalla (1996) scalar generalized gamma distribution. Some of the well-known matrix variate distributions are shown to be its particular cases. The main statistical properties of the proposed generalized matrix   variate gamma distribution are work out. Finally, some probability distributions connected with the generalized matrix variate gamma distribution are introduced.

DOI

10.21608/esju.2009.234853

Keywords

generalized matrix variate gamma distribution, generalized matrix variate gamma function, generalized matrix variate inverted gamma distribution, generalized matrix variate t- distribution, Hypergeometric functions of matrix arguments, Matrix variate normal distribution, Matrix variate type -1 and type-2 beta functions, Ordinary Matrix variate gamma distribution, Ordinary Matrix variate gamma function

Volume

53

Article Issue

1

Related Issue

33827

Issue Date

2009-06-01

Receive Date

2022-05-04

Publish Date

2009-06-01

Page Start

43

Page End

68

Print ISSN

0542-1748

Online ISSN

2786-0086

Link

https://esju.journals.ekb.eg/article_234853.html

Detail API

https://esju.journals.ekb.eg/service?article_code=234853

Order

4

Type

Original Article

Type Code

1,914

Publication Type

Journal

Publication Title

The Egyptian Statistical Journal

Publication Link

https://esju.journals.ekb.eg/

MainTitle

Generalized Matrix Variate Gamma Distribution : Some Properties and Related distributions

Details

Type

Article

Created At

23 Jan 2023