Generalised matrix multivariate Pearson type II-distribution
Jose A. Diaz-Garcia, Ramon Gutierrez-Sanchez
TL;DR
This paper introduces a generalized matrix multivariate Pearson type II distribution, explores its properties, and derives related distributions, eigenvalues, and singular values, expanding the theoretical framework of multivariate matrix distributions.
Contribution
It defines the matrix multivariate Pearson type II-Riesz distribution and derives its properties, including related beta distributions and eigenvalue distributions, advancing multivariate distribution theory.
Findings
Derived the matrix multivariate beta distribution type I.
Obtained distributions of singular values and eigenvalues.
Studied properties of the Pearson type II-Riesz distribution.
Abstract
Matrix multivariate Pearson type II-Riesz distribution is defined and some of its properties are studied. In particular, the associated matrix multivariate beta distribution type I is derived. Also the singular values and eigenvalues distributions are obtained.
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Taxonomy
TopicsMathematical functions and polynomials · Statistical Distribution Estimation and Applications · Bayesian Methods and Mixture Models