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Arjun K. Gupta, Daya K. Nagar

Evaluation of cumulative probabilities for matrix variate Kummer-beta and matrix variate Kummer-gamma distributions

In this article we evaluate P (X < Ω) and P (X > Ω), when X has a matrix variate Kummer-beta or Kummer-gamma distribution and Ω is a non-random positive definite matrix. These results are obtained in series involving invariant polynomials of matrix arguments.

Random Operators and Stochastic Equations, Walter de Gruyter

Print ISSN: 0926-6364
Volume: 11, 06/2003
Pages: 101 - 108

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