Decomposition of the Multivariate Beta Distribution with Applications
1972 ◽
Vol 15
(2)
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pp. 225-228
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Keyword(s):
SummaryLet L be a positive definite symmetric matrix having a noncentral multivariate beta density of an arbitrary rank, see, e.g. Hayakawa ([2, p. 12, Equation 38]). Then an explicit procedure is given for decomposing the density of L in terms of densities of independent beta variates.
1999 ◽
Vol 71
(1)
◽
pp. 105-115
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2021 ◽
Vol 10
(9)
◽
pp. 3195-3207
1970 ◽
Vol 41
(5)
◽
pp. 1557-1562
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Keyword(s):