Decomposition of the Multivariate Beta Distribution with Applications
Canadian mathematical bulletin, Tome 15 (1972) no. 2, pp. 225-228
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Let L be a positive definite symmetric matrix having a noncentral multivariate beta density of an arbitrary rank, see, e.g. Hayakawa ([2, p. 12, Equation 38]). Then an explicit procedure is given for decomposing the density of L in terms of densities of independent beta variates.
Kabe, D. G.; Gupta, R. P. Decomposition of the Multivariate Beta Distribution with Applications. Canadian mathematical bulletin, Tome 15 (1972) no. 2, pp. 225-228. doi: 10.4153/CMB-1972-041-5
@article{10_4153_CMB_1972_041_5,
author = {Kabe, D. G. and Gupta, R. P.},
title = {Decomposition of the {Multivariate} {Beta} {Distribution} with {Applications}},
journal = {Canadian mathematical bulletin},
pages = {225--228},
year = {1972},
volume = {15},
number = {2},
doi = {10.4153/CMB-1972-041-5},
url = {http://geodesic.mathdoc.fr/articles/10.4153/CMB-1972-041-5/}
}
TY - JOUR AU - Kabe, D. G. AU - Gupta, R. P. TI - Decomposition of the Multivariate Beta Distribution with Applications JO - Canadian mathematical bulletin PY - 1972 SP - 225 EP - 228 VL - 15 IS - 2 UR - http://geodesic.mathdoc.fr/articles/10.4153/CMB-1972-041-5/ DO - 10.4153/CMB-1972-041-5 ID - 10_4153_CMB_1972_041_5 ER -
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