Abstract

NAGAR, Daya K.; GOMEZ-NOGUERA, Sergio Alexander  and  GUPTA, Arjun K.. Generalized Extended Matrix Variate Beta and Gamma Functions and Their Applications. ing.cienc. [online]. 2016, vol.12, n.24, pp.51-82. ISSN 1794-9165.  https://doi.org/10.17230/ingciencia.12.24.3.

In this article, we define and study generalized forms of extended matrix variate gamma and beta functions. By using a number of results from matrix algebra, special functions of matrix arguments and zonal polynomials we derive a number of properties of these newly defined functions. We also give some applications of these functions to statistical distribution theory.

Keywords : Beta function; extended beta function; extended matrix variate beta distribution; extended gamma function; gamma function; matrix argument; zonal polynomial.

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