Generalized Extended Matrix Variate Beta and Gamma Functions and Their Applications

Abstract

In this article, we define and study generalized forms of extended matrix variate gamma and beta functions. By using a number of results from matrix algebra, special functions of matrix arguments and zonal polynomials we derive a number of properties of these newly defined functions. We also give some applications of these functions to statistical distribution theory.

Keywords

• beta function
• extended beta function
• extended matrix variate beta distri- bution
• extended gamma function
• gamma function
• matrix argument