MATRIX VARIATE THETA-GENERALIZED NORMAL-DISTRIBUTION

Authors
GUPTA AK VARGA T
Citation
Ak. Gupta et T. Varga, MATRIX VARIATE THETA-GENERALIZED NORMAL-DISTRIBUTION, Transactions of the American Mathematical Society, 347(4), 1995, pp. 1429-1437
Citations number
4
Categorie Soggetti
Mathematics, General",Mathematics
Journal title
Transactions of the American Mathematical Society → ACNP
ISSN journal
00029947
Volume
347
Issue
4
Year of publication
1995
Pages
1429 - 1437
Database
ISI
SICI code
0002-9947(1995)347:4<1429:MVTN>2.0.ZU;2-0
Abstract
In this paper, the matrix variate theta-generalized normal distributio n is introduced. Then its properties are studied. In particular, it is proved that this distribution has maximal entropy in a certain class of distributions.