Far East Journal of Theoretical Statistics
Volume 8, Issue 1, Pages 13 - 27
(September 2002)
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DISTRIBUTION OF THE PRODUCT OF DETERMINANTS OF NON-CENTRAL
DIRICHLET MATRICES
Luz Estela Sánchez (Colombia) and Daya K. Nagar (Colombia)
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Abstract: Let
where
Consider the random matrices
where
and C is a lower triangular matrix. The joint distribution of
is a non-central matrix-variate Dirichlet distribution. In this article, we
derive the distribution of |
Keywords and phrases: asymptotic, beta distribution, confluent hypergeometric function, Dirichlet
distribution, Kampé de Fériet’s function, matrix variate, non-central. |
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