Title of article :
Distribution of the product of determinants of noncentral bimatrix beta variates
Author/Authors :
Bekker، نويسنده , , A. and Roux، نويسنده , , J.J.J. and Ehlers، نويسنده , , R. and Arashi، نويسنده , , M.، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2012
Abstract :
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.
Keywords :
Test statistics , Wilks’ statistic , Product of beta determinants , Bimatrix variate beta distributions , Cumulative distribution function , Fox’s H -function , Meijer’s G -function , Mellin transforms
Journal title :
Journal of Multivariate Analysis
Journal title :
Journal of Multivariate Analysis