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arxiv: 1407.4551 · v2 · pith:RZEMWXY7new · submitted 2014-07-17 · 🧮 math.ST · stat.TH

Generalised matricvariate Pearson type II- distribution

classification 🧮 math.ST stat.TH
keywords distributiontypepearsongeneralisedii-rieszmatricvariatealgebrasbeta-riesz
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This paper proposes a generalisation of the Pearson type II distribution, which shall termed Pearson Type II-Riesz distribution, based in the Kotz-Riesz distribution. Specifically, the central nonsingular matricvariate generalised Pearson type II-Riesz distribution, beta-Riesz type I distributions and the joint density of the singular values for real normed division algebras are obtained.

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