Far East Journal of Theoretical Statistics
Volume 24, Issue 1, Pages 73 - 94
(January 2008)
|
|
PROPERTIES OF MULTIVARIATE BETA DISTRIBUTIONS
Daya K. Nagar (Colombia) and Erika Alejandra Rada-Mora (Colombia)
|
be independent random variables,
Define
and
Then,
and
follow multivariate beta type 1 and
type 2 distributions, respectively. In this article several properties of these
distributions and their connections with the multivariate-F
and the multivariate-t distributions
are discussed.