Non-central Dirichlet Type 2 distributions on symmetric matrices

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

卷:396

Article

Ben Farah, Mohamed

关键词: Asymptotic;    Bessel function;    Confluent hypergeometric function;    Kampe de Feriet's function;    Non-central Dirichlet distribution;    Non-central Wishart distribution;   

DOI  :  10.1016/j.jmaa.2012.05.069

来源: Elsevier

【 摘 要 】

In this paper, we introduce the non-central Dirichlet Type 2 distribution on symmetric matrices as an extension of the real non-central Dirichlet Type 2 distribution defined by non-central gamma distribution. We also establish some properties concerning this distribution such as marginal and conditional distributions, distribution of partial sums, moments and asymptotic results. (C) 2012 Elsevier Inc. All rights reserved.

【 授权许可】

Free