Distributions of powers of the central beta matrix variates and applications
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We consider the central Beta matrix variates of both kinds, and establish the expressions of the densities of integral powers of these variates, for all their three types of distributions encountered in the statistical literature: entries, determinant, and latent roots distributions. Applications and computation of credible intervals are presented.
KeywordsBeta matrix variates Credible interval G-Function Latent roots Powers
Mathematics Subject Classification62H10
The authors wish to thank two anonymous referees for their constructive criticisms and suggestions that have helped them to improve the quality of their paper.
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Conflict of interest
The authors declare that they have no conflict of interest.
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