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(2009). Generalized Matrix Variate Gamma Distribution : Some Properties and Related distributions. The Egyptian Statistical Journal, 53(1), 43-68. doi: 10.21608/esju.2009.234853
. "Generalized Matrix Variate Gamma Distribution : Some Properties and Related distributions". The Egyptian Statistical Journal, 53, 1, 2009, 43-68. doi: 10.21608/esju.2009.234853
(2009). 'Generalized Matrix Variate Gamma Distribution : Some Properties and Related distributions', The Egyptian Statistical Journal, 53(1), pp. 43-68. doi: 10.21608/esju.2009.234853
Generalized Matrix Variate Gamma Distribution : Some Properties and Related distributions. The Egyptian Statistical Journal, 2009; 53(1): 43-68. doi: 10.21608/esju.2009.234853

Generalized Matrix Variate Gamma Distribution : Some Properties and Related distributions

Article 4, Volume 53, Issue 1, June 2009, Page 43-68  XML PDF (6.19 MB)
Document Type: Original Article
DOI: 10.21608/esju.2009.234853
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Abstract
A new type of generalized matrix variate gamma distribution is defined. The proposed  distribution is the matrix variate analog of Agarwal and Kalla (1996) scalar generalized gamma distribution. Some of the well-known matrix variate distributions are shown to be its particular cases. The main statistical properties of the proposed generalized matrix   variate gamma distribution are work out. Finally, some probability distributions connected with the generalized matrix variate gamma distribution are introduced.
Keywords
generalized matrix variate gamma distribution; generalized matrix variate gamma function; generalized matrix variate inverted gamma distribution; generalized matrix variate t- distribution; Hypergeometric functions of matrix arguments; Matrix variate normal distribution; Matrix variate type -1 and type-2 beta functions; Ordinary Matrix variate gamma distribution; Ordinary Matrix variate gamma function
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