On singular matrix variate beta distribution

被引：0
|
作者：
Fang Biqi
机构：
[1] the Chinese of Academy Sciences,Institute of Applied Mathematics
来源：
Acta Mathematicae Applicatae Sinica | 1999年 / 15卷 / 2期
关键词：
Wishart distribution; beta distribution; singular matrix distribution;
D O I：
10.1007/BF02720498
中图分类号：
学科分类号：
摘要：
In this paper the density of the matrix variate beta distribution of rank lower than its dimensionality is obtained with respect to a suitably defined differential form under the condition that the difference between the identity and this matrix has full rank. As preliminaries, the Jacobian of a transformation related to decomposing a nonnegative-definite matrix into the product of a matrix of full column rank and its transpose and that of the transformation of a nonnegative-definite matrix into its congruent matrix are established.
引用
收藏
页码：220 / 224
页数：4
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