Acta Mathematica Sinica, English Series

, Volume 28, Issue 8, pp 1701–1712 | Cite as

Uniform asymptotic normality of the matrix-variate Beta-distribution

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Abstract

With the upper bound of Kullback-Leibler distance between a matrix variate Beta-distribution and a normal distribution, this paper gives the conditions under which a matrix-variate Beta-distribution will approach uniformly and asymptotically a normal distribution.

Keywords

Γ-distribution Beta-distribution Kullback-Leibler distance uniformly asymptotic normality 

MR(2000) Subject Classification

62E17 62E20 
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Supplementary material

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Copyright information

© Institute of Mathematics, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Chinese Mathematical Society and Springer-Verlag Berlin Heidelberg 2012

Authors and Affiliations

  1. 1.School of Mathematics and StatisticsHubei Normal UniversityHuangshiP. R. China

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