1. Extended matrix variate gamma and beta functions.
- Author
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Nagar, Daya K., Roldán-Correa, Alejandro, and Gupta, Arjun K.
- Subjects
- *
MATRICES (Mathematics) , *BETA functions , *GAMMA functions , *MULTIVARIATE analysis , *INTEGRALS , *FUNCTIONAL analysis - Abstract
Abstract: The gamma and beta functions have been generalized in several ways. The multivariate beta and multivariate gamma functions due to Ingham and Siegel have been defined as integrals having the integrand as a scalar function of the real symmetric matrix. In this article, we define extended matrix variate gamma and extended matrix variate beta functions thereby generalizing multivariate gamma and multivariate beta functions defined by Ingham and Siegel. We study a number of properties of these newly defined functions. We also give some applications of these functions to statistical distribution theory. [Copyright &y& Elsevier]
- Published
- 2013
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