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Distribution of the product of determinants of noncentral bimatrix beta variates

Author

Listed:
  • Bekker, A.
  • Roux, J.J.J.
  • Ehlers, R.
  • Arashi, M.

Abstract

The product moments of existing and new noncentral bimatrix variate beta distributions with bounded domain are derived. From these, exact expressions for the distributions of statistics are obtained by using the Mellin transform. These distributions add value to multivariate statistical analysis with specific reference to factors of Wilks’ statistics and the product of generalized statistics.

Suggested Citation

  • Bekker, A. & Roux, J.J.J. & Ehlers, R. & Arashi, M., 2012. "Distribution of the product of determinants of noncentral bimatrix beta variates," Journal of Multivariate Analysis, Elsevier, vol. 109(C), pages 73-87.
    • Handle: RePEc:eee:jmvana:v:109:y:2012:i:c:p:73-87
    DOI: 10.1016/j.jmva.2012.02.016
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    References listed on IDEAS

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    1. Arjun Gupta & Johanna Orozco-Castañeda & Daya Nagar, 2011. "Non-central bivariate beta distribution," Statistical Papers, Springer, vol. 52(1), pages 139-152, February.
    2. Pham-Gia, T., 2008. "Exact distribution of the generalized Wilks's statistic and applications," Journal of Multivariate Analysis, Elsevier, vol. 99(8), pages 1698-1716, September.
    3. Bekker, A. & Roux, J.J.J. & Arashi, M., 2011. "Exact nonnull distribution of Wilks' statistic: The ratio and product of independent components," Journal of Multivariate Analysis, Elsevier, vol. 102(3), pages 619-628, March.
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    Cited by:

    1. Daya K. Nagar & Raúl Alejandro Morán-Vásquez & Arjun K. Gupta, 2015. "Extended Matrix Variate Hypergeometric Functions and Matrix Variate Distributions," International Journal of Mathematics and Mathematical Sciences, Hindawi, vol. 2015, pages 1-15, January.

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