Generalized Extended Matrix Variate Beta and Gamma Functions and Their Applications

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Daya K. Nagar http://orcid.org/0000-0003-4337-6334 Sergio Alexander Gómez-Noguera Arjun K Gupta

Abstract

In this article, we define and study generalized forms of extended matrix variate gamma and beta functions. By using a number of results from matrix algebra, special functions of matrix arguments and zonal polynomials we derive a number of properties of these newly defined functions. We also give some applications of these functions to statistical distribution theory.

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How to Cite
NAGAR, Daya K.; GÓMEZ-NOGUERA, Sergio Alexander; GUPTA, Arjun K. Generalized Extended Matrix Variate Beta and Gamma Functions and Their Applications. Ingeniería y Ciencia | ing.cienc., [S.l.], v. 12, n. 24, p. 51-82, nov. 2016. ISSN 2256-4314. Available at: <http://publicaciones.eafit.edu.co/index.php/ingciencia/article/view/3404>. Date accessed: 22 sep. 2017. doi: https://doi.org/10.17230/ingciencia.12.24.3.
Keywords
beta function; extended beta function; extended matrix variate beta distri- bution; extended gamma function; gamma function; matrix argument; zonal polynomial.
Section
Articles

References

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