1. Matrix variate Macdonald distribution.
- Author
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Nagar, Daya K., Roldán-Correa, Alejandro, and Gupta, Arjun K.
- Subjects
- *
MATRICES (Mathematics) , *MARGINAL distributions , *CUMULATIVE distribution function , *POLYNOMIALS , *GENERATING functions , *COMBINATORIAL enumeration problems - Abstract
In this article, we generalize the univariate Macdonald distribution to the matrix case and give its derivation using matrix variate gamma distribution. We study several properties such as cumulative distribution function, marginal distribution of submatrix, triangular factorization, moment generating function, and expected values of several functions of the Macdonald matrix. Some of these results are expressed in terms of special functions of matrix arguments and zonal polynomials. [ABSTRACT FROM PUBLISHER]
- Published
- 2016
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