کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1144974 957443 2010 8 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Compound and scale mixture of matricvariate and matrix variate Kotz-type distributions
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Compound and scale mixture of matricvariate and matrix variate Kotz-type distributions
چکیده انگلیسی
We have derived the generalised Wishart and inverse-Wishart distributions based on the matrix variate and matricvariate Kotz-type distributions. The scale mixture of matricvariate and matrix variate Kotz-type distributions and the inverse generalised gamma distribution are then proposed. It is shown that the class of distributions termed the family of t-type distributions proposed by Arslan [Arslan, O. (2005). A new class of multivariate distributions: Scale mixture of Kotz-type distributions. Statistics and Probability Letters, 76, 18-28] is obtained as particular cases of the result given here. We have also derived the compound matricvariate and matrix variate Kotz-type distributions and the inverse generalised Wishart based on the matrix variate and matricvariate Kotz-type distributions. These latter results lead us to propose a different matricvariate version of the family of t-type distributions and others cited in the above-mentioned reference.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of the Korean Statistical Society - Volume 39, Issue 1, March 2010, Pages 75-82
نویسندگان
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