Properties of Matrix Variate Confluent Hypergeometric Function Distribution
2016 ◽
Vol 2016
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pp. 1-12
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Keyword(s):
We study matrix variate confluent hypergeometric function kind 1 distribution which is a generalization of the matrix variate gamma distribution. We give several properties of this distribution. We also derive density functions ofX2-1/2X1X2-1/2,(X1+X2)-1/2X1(X1+X2)-1/2, andX1+X2, wherem×mindependent random matricesX1andX2follow confluent hypergeometric function kind 1 and gamma distributions, respectively.
2009 ◽
Vol 2009
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pp. 1-18
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2012 ◽
Vol 92
(3)
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pp. 335-355
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1984 ◽
Vol 99
(1-2)
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pp. 51-70
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2001 ◽
Vol 12
(2)
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pp. 101-114
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2019 ◽
Vol 22
(04)
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pp. 1950024