Some matrix distributions
2021
In this article, we define a matrix asymmetric Laplace distribution. We prove some properties of the matrix asymmetric Laplace distribution. We define a matrix symmetric Laplace distribution. We prove some properties of the matrix symmetric Laplace distribution. We define a matrix generalized asymmetric Laplace distribution. We prove some properties of the matrix generalized asymmetric Laplace distribution. We define a matrix generalized symmetric Laplace distribution. We prove some properties of the matrix generalized symmetric Laplace distribution. We define a matrix Pearson type VII distribution. We prove some properties of the matrix Pearson type VII distribution. We define a matrix Student t-distribution. We prove some properties of the matrix Student t-distribution. We define a matrix Cauchy distribution. We prove some properties of the matrix Cauchy distribution. We define a matrix lognormal distribution. We prove some properties of the matrix lognormal distribution.
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