# Wilks' factorization of the complex matrix variate Dirichlet distributions.

Xinping Cui; Arjun K. Gupta; Daya K. Nagar

Revista Matemática Complutense (2005)

- Volume: 18, Issue: 2, page 315-328
- ISSN: 1139-1138

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topCui, Xinping, Gupta, Arjun K., and Nagar, Daya K.. "Wilks' factorization of the complex matrix variate Dirichlet distributions.." Revista Matemática Complutense 18.2 (2005): 315-328. <http://eudml.org/doc/38169>.

@article{Cui2005,

abstract = {In this paper, it has been shown that the complex matrix variate Dirichlet type I density factors into the complex matrix variate beta type I densities. Similar result has also been derived for the complex matrix variate Dirichlet type II density. Also, by using certain matrix transformations, the complex matrix variate Dirichlet distributions have been generated from the complex matrix beta distributions. Further, several results on the product of complex Wishart and complex beta matrices with a set of complex Dirichlet type I matrices have been derived.},

author = {Cui, Xinping, Gupta, Arjun K., Nagar, Daya K.},

journal = {Revista Matemática Complutense},

keywords = {Teoría de la distribución; Distribución beta; Distribución de Wishart; Jacobianos; Distribución de Dirichlet; beta distribution; complex random matrix; Dirichlet distribution; Jacobian; complex multivariate gamma function; transformation; Wishart distribution},

language = {eng},

number = {2},

pages = {315-328},

title = {Wilks' factorization of the complex matrix variate Dirichlet distributions.},

url = {http://eudml.org/doc/38169},

volume = {18},

year = {2005},

}

TY - JOUR

AU - Cui, Xinping

AU - Gupta, Arjun K.

AU - Nagar, Daya K.

TI - Wilks' factorization of the complex matrix variate Dirichlet distributions.

JO - Revista Matemática Complutense

PY - 2005

VL - 18

IS - 2

SP - 315

EP - 328

AB - In this paper, it has been shown that the complex matrix variate Dirichlet type I density factors into the complex matrix variate beta type I densities. Similar result has also been derived for the complex matrix variate Dirichlet type II density. Also, by using certain matrix transformations, the complex matrix variate Dirichlet distributions have been generated from the complex matrix beta distributions. Further, several results on the product of complex Wishart and complex beta matrices with a set of complex Dirichlet type I matrices have been derived.

LA - eng

KW - Teoría de la distribución; Distribución beta; Distribución de Wishart; Jacobianos; Distribución de Dirichlet; beta distribution; complex random matrix; Dirichlet distribution; Jacobian; complex multivariate gamma function; transformation; Wishart distribution

UR - http://eudml.org/doc/38169

ER -

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