Matrix Variate Two-Sided Power Distribution

Abstract

A matrix variate generalization of the two-sided power distribution is proposed. Several properties of this distribution including probability density function, cumulative distribution function and characteristic function are derived.

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Acknowledgments

The authors would like to thank the Editor and the referee for careful reading and comments which greatly improved the paper.

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Correspondence to Saralees Nadarajah.

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Zinodiny, S., Nadarajah, S. Matrix Variate Two-Sided Power Distribution. Methodol Comput Appl Probab (2021). https://doi.org/10.1007/s11009-020-09845-3

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Keywords

  • Characteristic function
  • Cumulative distribution function
  • Transformation

Mathematics Subject Classification (2010)

  • 62E99