Distributions of powers of the central beta matrix variates and applications

Abstract

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.

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Acknowledgements

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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Correspondence to Thu Pham-Gia.

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Pham-Gia, T., Phong, D.T. & Thanh, D.N. Distributions of powers of the central beta matrix variates and applications. Stat Methods Appl 29, 651–668 (2020). https://doi.org/10.1007/s10260-019-00497-3

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Keywords

  • Beta matrix variates
  • Credible interval
  • G-Function
  • Latent roots
  • Powers

Mathematics Subject Classification

  • 62H10