Author:
Mathai Arak,Provost Serge,Haubold Hans
Abstract
AbstractWe first define the real matrix-variate gamma function, the gamma integral and the gamma density, wherefrom their counterparts in the complex domain are developed. An important particular case of the real matrix-variate gamma density known as the Wishart density is widely utilized in multivariate statistical analysis. Additionally, real and complex matrix-variate type-1 and type-2 beta density functions are defined. Various results pertaining to each of these distributions are then provided. More general structures are considered as well.
Publisher
Springer International Publishing
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