Generalised matricvariate Pearson type II- distribution

Abstract

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.

Several properties of q_κ have been modified and their consequences in the manuscript. arXiv admin note: substantial text overlap with arXiv:1402.5178, arXiv:1402.4520, arXiv:1304.5292, arXiv:1301.4525, arXiv:1211.1746. substantial text overlap with arXiv:1402.5178, arXiv:1402.4520, arXiv:1301.4525, arXiv:1304.5292

References in corpus (1)

• The Lukacs-Olkin-Rubin theorem on symmetric cones without invariance of the "quotient"

Cited by in corpus (1)

• Generalised matricvariate $T$-distribution