Communications in Statistics - Theory and Methods, ( ISI ), Volume (46), No (9), Year (2017-5) , Pages (4464-4483)

Title : ( Bimatrix variate gamma-beta distributions )

Authors: D. K. Nagar , Mohammad Arashi , S. Nadarajah ,

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Abstract

Two bimatrix distributions with beta and gamma marginals are introduced. Various properties (including product moments of determinants and traces, entropies, marginal distributions) are derived. Parameter estimation by the method of maximum likelihood is discussed. The performance and efficiencies of the maximum likelihood estimators and the associated confidence intervals are assessed by simulation. The efficiencies are compared versus those for the maximum likelihood estimators and the associated confidence intervals based on matrix variate gamma distributions. A discussion of possible applications of the bimatrix distributions is given.

Keywords

, Bimatrix beta-gamma distribution, Maximum likelihood, Moment-generating function, Zonal polynomial
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@article{paperid:1081576,
author = {D. K. Nagar and Arashi, Mohammad and S. Nadarajah},
title = {Bimatrix variate gamma-beta distributions},
journal = {Communications in Statistics - Theory and Methods},
year = {2017},
volume = {46},
number = {9},
month = {May},
issn = {0361-0926},
pages = {4464--4483},
numpages = {19},
keywords = {Bimatrix beta-gamma distribution; Maximum likelihood; Moment-generating function; Zonal polynomial},
}

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%0 Journal Article
%T Bimatrix variate gamma-beta distributions
%A D. K. Nagar
%A Arashi, Mohammad
%A S. Nadarajah
%J Communications in Statistics - Theory and Methods
%@ 0361-0926
%D 2017

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