Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4600997 | Linear Algebra and its Applications | 2011 | 12 Pages |
Abstract
In this article, we derive several properties such as marginal distribution, moments involving zonal polynomials, and asymptotic expansion of the complex bimatrix variate beta type 1 distribution introduced by Dı´az-Garcı´a and Gutiérrez Jáimez [José A. Dı´az-Garcı´a, Ramón Gutiérrez Jáimez, Complex bimatrix variate generalised beta distributions, Linear Algebra Appl. 432 (2010) 571–582]. We also derive distributions of several matrix valued functions of random matrices jointly distributed as complex bimatrix variate beta type 1.
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