We study several properties of matrix variate beta type 3 distribution. We also derive probability density functions of the product of two independent random matrices when one of them is beta type 3. These densities are expressed in terms of Appell’s first hypergeometric function F1 and Humbert’s confluent hypergeometric function Φ1 of matrix arguments. Further, a bimatrix variate generalization of the beta type 3 distribution is also defined and studied.
Gupta, Arjun K. and Nagar, Daya K., "Properties of Matrix Variate Beta Type 3 Distribution" (2009). Mathematics and Statistics Faculty Publications. 2.
International Journal of Mathematics and Mathematical Sciences