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.
GHAZAL, G. (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
MLA
G.A. GHAZAL. "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
HARVARD
GHAZAL, G. (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
VANCOUVER
GHAZAL, G. 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
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