Matrix Variate Pareto Distribution of the Second Kind | Zendy

Daya K. Nagar | Zendy; Lata Joshi | Zendy; Arjun K. Gupta | Zendy

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Matrix Variate Pareto Distribution of the Second Kind

Author(s) -

Daya K. Nagar,

Lata Joshi,

Arjun K. Gupta

Publication year - 2012

Publication title -

isrn probability and statistics

Language(s) - English

Resource type - Journals

eISSN - 2090-472X

pISSN - 2090-4711

DOI - 10.5402/2012/789273

Subject(s) - mathematics , random variate , pareto principle , matrix (chemical analysis) , matrix function , distribution (mathematics) , univariate , pareto distribution , pascal matrix , invariant (physics) , combinatorics , pure mathematics , mathematical analysis , symmetric matrix , mathematical optimization , statistics , random variable , multivariate statistics , physics , mathematical physics , materials science , eigenvalues and eigenvectors , quantum mechanics , composite material

We generalize the univariate Pareto distribution of the second kind to the matrix case and give its derivation using matrix variate gamma distribution. We studyseveral properties such as cumulative distribution function, marginal distribution of submatrix, triangular factorization, moment generating function, and expected values of the Pareto matrix. Some of these results are expressed in terms of special functions of matrix arguments, zonal, and invariant polynomials.

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