退化矩阵Liouville、Beta、Dirichlet分布

On Singular Matrix Liouville Singular Matrix Beta and Singular Matrix Dirichlet Distributions

该文引进和讨论了退化矩阵Liouville分布，由此导出退化矩阵Beta分布、退化矩阵Dirichlet分布．推广了文献［1］关于退化Wishart分布和秩为1的退化矩阵Beta分布的结果。

In this paper, we introduce and study the singular matrix Liouville distribution,from which we obtain the singular matrix Beta and the singular matrix Dirichlet distribution,and extend the results of the singular Wishart and the rank- 1 singular matrix Betadistributions in [1].