J. Austral. Math. Soc.
73 (2002), 11-25
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Matrix-variate Kummer-Beta distribution
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Arjun K. Gupta
Department of Mathematics and Statistics
Bowling Green State University
Bowling Green, Ohio 43403-0221
USA
gupta@bgnet.bgsu.edu
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Abstract
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This paper proposes matrix variate
generalization of Kummer-Beta family of
distributions which has been studied recently by
Ng and Kotz. This distribution is an extension
of Beta distribution. Its characteristic
function has been derived and it is shown that
the distribution is orthogonally invariant. Some
results on distribution of random quadratic forms
have also been derived.
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