Distribution of the product of determinants of noncentral bimatrix beta variates

  • Authors:
  • A. Bekker;J. J. J. Roux;R. Ehlers;M. Arashi

  • Affiliations:
  • Department of Statistics, Faculty of Natural and Agricultural Sciences, University of Pretoria, Pretoria, 0002, South Africa;Department of Statistics, Faculty of Natural and Agricultural Sciences, University of Pretoria, Pretoria, 0002, South Africa;Department of Statistics, Faculty of Natural and Agricultural Sciences, University of Pretoria, Pretoria, 0002, South Africa;Faculty of Mathematics, Shahrood University of Technology, P. O. Box 316-3619995161, Shahrood, Iran

  • Venue:
  • Journal of Multivariate Analysis
  • Year:
  • 2012

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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.