Matrix-variate beta distribution. (English) Zbl 0981.62043

Summary: We propose a matrix-variate beta type III distribution. Several properties of this distribution including Laplace transform, marginal distribution and its relationship with matrix-variate beta type I and type II distributions are also studied.


62H05 Characterization and structure theory for multivariate probability distributions; copulas
62H10 Multivariate distribution of statistics
62E15 Exact distribution theory in statistics
Full Text: DOI EuDML