Far East Journal of Theoretical Statistics
Volume 12, Issue 1, Pages 13 - 25
(January 2004)
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ASYMPTOTIC EXPANSION OF THE INVERTED MATRIX VARIATE DIRICHLET DISTRIBUTION
Arjun K. Gupta (U. S. A.), D. Song (U. S. A.) and Daya K. Nagar (Colombia)
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Abstract: In this paper, the inverted matrix variate Dirichlet distribution for both the real and the complex cases are defined and some of their properties are studied. Also, the asymptotic expansions of the probability density functions of the inverted matrix variate Dirichlet distributions, for real and complex cases, are derived. |
Keywords and phrases: density function, Dirichlet distribution, random matrix, asymptotic expansion, Jacobian, transformation, multivariate gamma function. |
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