Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1144974 | Journal of the Korean Statistical Society | 2010 | 8 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
José A. DÃaz-GarcÃa, Ramón Gutiérrez-Jáimez,