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Distributions of powers of the central beta matrix variates and applications

Author

Listed:
  • Thu Pham-Gia

    (Université de Moncton
    Applied Multivariate Statistical Analysis Research Group)

  • Duong Thanh Phong

    (Ton Duc Thang University
    Applied Multivariate Statistical Analysis Research Group)

  • Dinh Ngoc Thanh

    (University of Science, Vietnam National University Ho Chi Minh City
    Applied Multivariate Statistical Analysis Research Group)

Abstract

We consider the central Beta matrix variates of both kinds, and establish the expressions of the densities of integral powers of these variates, for all their three types of distributions encountered in the statistical literature: entries, determinant, and latent roots distributions. Applications and computation of credible intervals are presented.

Suggested Citation

  • Thu Pham-Gia & Duong Thanh Phong & Dinh Ngoc Thanh, 2020. "Distributions of powers of the central beta matrix variates and applications," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 29(3), pages 651-668, September.
    • Handle: RePEc:spr:stmapp:v:29:y:2020:i:3:d:10.1007_s10260-019-00497-3
    DOI: 10.1007/s10260-019-00497-3
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    References listed on IDEAS

    as
    1. McDonald, James B. & Xu, Yexiao J., 1995. "A generalization of the beta distribution with applications," Journal of Econometrics, Elsevier, vol. 69(2), pages 427-428, October.
    2. Andriëtte Bekker & Jacobus Roux & Thu Pham-Gia, 2009. "The type I distribution of the ratio of independent “Weibullized” generalized beta-prime variables," Statistical Papers, Springer, vol. 50(2), pages 323-338, March.
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