Article ID Journal Published Year Pages File Type
1144974 Journal of the Korean Statistical Society 2010 8 Pages PDF
Abstract
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.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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