ON A MATRIX-VARIATE GENERALIZED TYPE-2 DIRICHLET DENSITY

Seemon Thomas (India) Alex Thannippara (India) and A. M. Mathai (India)

Received January 10, 2007

References:

[1] Y. Chikuse and A. W. Davis, A survey on the invariant polynomials with matrix arguments in relation to econometric distribution theory, Econometric Theory 2 (1986), 232-248. [2] R. D. Gupta and D. St. P. Richards, Multivariate Liouville distributions, J. Multivariate Anal. 23 (1987), 233-256. [3] J. Jacob, S. George and A. M. Mathai, Some properties of complex matrix-variate generalized Dirichlet integrals, Proc. Indian Acad. Sci. Math. Sci. 115(3) (2005), 241-249. [4] A. T. James, Distributions of matrix variates and latent roots derived from normal samples, Ann. Math. Statist. 35 (1964), 475-501. [5] A. M. Mathai, A Handbook of Generalized Special Functions for Statistical and Physical Sciences, Oxford University Press, Oxford, 1993. [6] A. M. Mathai, Jacobians of Matrix Transformations and Functions of Matrix Argument, World Scientific Publishing, New York, 1997. [7] S. Thomas and J. Jacob, A generalized Dirichlet model, Statist. Probab. Lett. 76 (2006), 1761-1767.

Keywords and phrases: generalized Dirichlet model, real matrix-variate distributions, Jacobians of matrix transformations, type-2 model.