Distribution of the product of determinants of noncentral bimatrix beta variates

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.

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Year of publication:	2012
Authors:	Bekker, A. ; Roux, J.J.J. ; Ehlers, R. ; Arashi, M.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 109.2012, C, p. 73-87
Publisher:	Elsevier
Subject:	Bimatrix variate beta distributions \| Cumulative distribution function \| Fox’s H-function \| Meijer’s G-function \| Mellin transforms \| Product of beta determinants \| Test statistics \| Wilks’ statistic

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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