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Beta function 1 Extended beta function 1 Extended gamma function 1 Extended matrix variate beta distribution 1 Gamma function 1 Matrix argument 1 Transformation 1
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Gupta, Arjun K. 1 Nagar, Daya K. 1 Roldán-Correa, Alejandro 1
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Journal of Multivariate Analysis 1
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Extended matrix variate gamma and beta functions
Nagar, Daya K.; Roldán-Correa, Alejandro; Gupta, Arjun K. - In: Journal of Multivariate Analysis 122 (2013) C, pp. 53-69
The gamma and beta functions have been generalized in several ways. The multivariate beta and multivariate gamma functions due to Ingham and Siegel have been defined as integrals having the integrand as a scalar function of the real symmetric matrix. In this article, we define extended matrix...
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