Copyright © 2009 Arjun K. Gupta and Daya K. Nagar. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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 and Humbert's confluent hypergeometric function of matrix arguments. Further, a bimatrix variate generalization of the beta type 3 distribution
is also defined and studied.