multivariate beta distribution
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2019 ◽  
Vol 99 (5) ◽  
Author(s):  
Shintaro Mori ◽  
Masato Hisakado ◽  
Kazuaki Nakayama

1972 ◽  
Vol 15 (2) ◽  
pp. 225-228 ◽  
Author(s):  
D. G. Kabe ◽  
R. P. Gupta

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.


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