Generalised matricvariate Pearson type II- distribution
Jose A. Diaz-Garcia, Francisco J. Caro-Lopera
TL;DR
This paper introduces a new generalization of the Pearson type II distribution called the Pearson Type II-Riesz distribution, extending it within the framework of Kotz-Riesz distributions and deriving related joint densities.
Contribution
It presents the first formulation of the Pearson Type II-Riesz distribution and derives its properties and joint densities for real normed division algebras.
Findings
Derived the joint density of singular values for the distribution.
Established connections with beta-Riesz type I distributions.
Extended the distribution to real normed division algebras.
Abstract
This paper proposes a generalisation of the Pearson type II distribution, which shall termed Pearson Type II-Riesz distribution, based in the Kotz-Riesz distribution. Specifically, the central nonsingular matricvariate generalised Pearson type II-Riesz distribution, beta-Riesz type I distributions and the joint density of the singular values for real normed division algebras are obtained.
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Taxonomy
TopicsMathematical Analysis and Transform Methods · Matrix Theory and Algorithms · Mathematical functions and polynomials