Title of article
Distribution of the product of determinants of noncentral bimatrix beta variates
Author/Authors
Bekker، نويسنده , , A. and Roux، نويسنده , , J.J.J. and Ehlers، نويسنده , , R. and Arashi، نويسنده , , M.، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2012
Pages
15
From page
73
To page
87
Abstract
The product moments of existing and new noncentral bimatrix variate beta distributions with bounded domain are derived. From these, exact expressions for the distributions of statistics are obtained by using the Mellin transform. These distributions add value to multivariate statistical analysis with specific reference to factors of Wilks’ statistics and the product of generalized statistics.
Keywords
Test statistics , Wilks’ statistic , Product of beta determinants , Bimatrix variate beta distributions , Cumulative distribution function , Fox’s H -function , Meijer’s G -function , Mellin transforms
Journal title
Journal of Multivariate Analysis
Serial Year
2012
Journal title
Journal of Multivariate Analysis
Record number
1565803
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