Вы находитесь на странице: 1из 17

See discussions, stats, and author profiles for this publication at: https://www.researchgate.

net/publication/280873683

The Generalized Pascal Triangle and the Matrix Variate Jensen-Logistic


Distribution

Article  in  Communication in Statistics- Theory and Methods · July 2015


DOI: 10.1080/03610926.2013.791374

CITATIONS READS

2 149

3 authors, including:

Graciela González Farías Narayanaswamy Balakrishnan


Centro de Investigación en Matemáticas (CIMAT) McMaster University
49 PUBLICATIONS   949 CITATIONS    530 PUBLICATIONS   13,519 CITATIONS   

SEE PROFILE SEE PROFILE

Some of the authors of this publication are also working on these related projects:

Advanced Statistical Process Monitoring View project

Value at Risk View project

All content following this page was uploaded by Graciela González Farías on 12 March 2016.

The user has requested enhancement of the downloaded file.


Communications in Statistics - Theory and Methods

ISSN: 0361-0926 (Print) 1532-415X (Online) Journal homepage: http://www.tandfonline.com/loi/lsta20

The Generalized Pascal Triangle and the Matrix


Variate Jensen-Logistic Distribution

Francisco J. Caro-Lopera, Graciela González-Farías & N. Balakrishnan

To cite this article: Francisco J. Caro-Lopera, Graciela González-Farías & N. Balakrishnan


(2015) The Generalized Pascal Triangle and the Matrix Variate Jensen-Logistic
Distribution, Communications in Statistics - Theory and Methods, 44:13, 2738-2752, DOI:
10.1080/03610926.2013.791374

To link to this article: http://dx.doi.org/10.1080/03610926.2013.791374

Published online: 24 Jul 2015.

Submit your article to this journal

Article views: 54

View related articles

View Crossmark data

Full Terms & Conditions of access and use can be found at


http://www.tandfonline.com/action/journalInformation?journalCode=lsta20

Download by: [Centro de Investigaciones en Matemáticas, A.C,] Date: 07 March 2016, At: 08:27
Communications in Statistics—Theory and Methods, 44: 2738–2752, 2015
Copyright © Taylor & Francis Group, LLC
ISSN: 0361-0926 print / 1532-415X online
DOI: 10.1080/03610926.2013.791374

The Generalized Pascal Triangle and the Matrix


Variate Jensen-Logistic Distribution
Downloaded by [Centro de Investigaciones en Matemáticas, A.C,] at 08:27 07 March 2016

FRANCISCO J. CARO-LOPERA,1 GRACIELA


GONZÁLEZ-FARÍAS,2 AND N. BALAKRISHNAN3
1
Departamento de Ciencias Básicas, Universidad de Medellı́n, Medellı́n,
Colombia
2
Centro de Investigación en Matemáticas, Monterrey, México
3
Department of Mathematics and Statistics, McMaster University, Hamilton,
Canada

This article defines the so called Generalized Matrix Variate Jensen-Logistic distri-
bution. The relevant applications of this class of distributions in Configuration Shape
Theory consist of a more efficient computation, supported by the corresponding in-
ference. This demands the solution of two important problems: (1) the development
of analytical and efficient formulae for their k-th derivatives and (2) the use of the
derivatives to transform the configuration density into a polynomial density under some
special matrix Kummer relation, indexed in this case by the Jensen-Logistic kernel. In
this article, we solve these problems by deriving a simple formula for the k-th deriva-
tive of the density function, avoiding the usual partition theory framework and using a
generalization of Pascal triangles. Then we apply the results by obtaining the associ-
ated Jensen-Logistic Kummer relations and the configuration polynomial density in the
setting of Statistical Shape Theory.

Keywords Jensen-Logistic distribution; Pascal triangle; Statistical shape theory; Zonal


polynomials; Generalized Kummer relations.

Mathematics Subject Classification 05A99; 33E99; 02E15.

1. Introduction
Matrix-variate distribution theory has played a key role in the development of Statistics for
the last sixty years. Main contributions may be grouped into two types: (a) improvements
in the computation of Jacobians and the integration theory through zonal polynomials
and invariant polynomials of matrix arguments (see Muirhead, 1982; Davis, 1981; and
the references therein), necessary to establish densities, and evident in numerous theorical
papers describing families of ditributions in those terms; and (b) efficient computation of

Received October 22, 2012; Accepted March 25, 2013.


Address correspondence to Graciela González-Farı́as, Centro de Investigación en Matemáticas,
Monterrey, México; E-mail: gmfarias@gmail.com

2738
Pascal Triangle and Jensen Logistic Distribution 2739

zonal polynomials, recently implemented by Koev and Edelman (2006) as an initial step
for building inference assosciated with a matix-variate distribution.
These advances have left the field with the following open problems. (1) Although
the computation of zonal polynomials is feasible, the matrix-variate densities of interest in
applications are represented by infinite series of polynomials, and as Koev and Edelman
(2006) observe, there is as yet no solution to the problem of convergence and truncation
of the series of zonal polynomials, and consequently a robust and trustworthy inference
cannot be constructed. Many theorical papers writen using zonal polynomials are awaiting
application. The few articles that have documented their inferential applications have done
so through approximations and asymptotic distributions, requiring at their very foundations
Downloaded by [Centro de Investigaciones en Matemáticas, A.C,] at 08:27 07 March 2016

idealized assumptions, often hard to sustain when modeling reality (see Muirhead, 1982).
(2) The problem becomes harder when more complex distributions are expanded in terms
of invariant polynomials (a generalization of the zonal polynomials; see Davis, 1981), since
there is to date no efficient computational method for them beyond the fifth order, and so
densities represented by products of infinite series of these polynomials cannot be computed
(see examples of such series in Davis, 1979; Chikuse and Davis, 1986, and the references
therein). (3) Finally, a somewhat specific but still non-trivial problem is that of obtaining
explicit formulae for the k-th derivative of the generating function of a distributional
model under consideration, a necessity for finding its exact distribution. Although a general
expression for the k−th derivative of the generator exists and can be written in terms of
partition theory (Caro-Lopera et al., 2009a), its computational implementation is costly,
and so in the case of many densities a simplification has been attempted. Among the few
cases that allow for such a simplification are the Kotz type, Pearson, and Jensen-Logistic
distributions; the first two have been studied and applied (see Caro-Lopera et al., 2009a;
Dı́az-Garcı́a and Caro-Lopera, 2010, 2012, 2013, 2014), but the last one is still awaiting its
study with a non-partitional approach.
It seems that the second problem is still an impossible one, and more than 30 years
after Davis proposed the invariant polynomials, an efficient computational construction of
them is unavailable. Solutions to the first problem may be attempted through numerical
and analytical approches. Trying a numerical solution, like that proposed by Koev and
Edelman (2006), is computationally quite involved and would involve the typical trade-off
between the convergence and truncation of the series. On the other hand, the analytical
route has succesfully solved the problem in specific contexts, using polynomial densities
via generalized Kummer matrix relations. Recent studies on Shape Theory, such as the one
in Caro-Lopera and Dı́az-Garcı́a (2012), have shown that the densities in infinite series
are highly unstable, and do not reach the required global maximum as they exceed the
capacity of the algorithms, which cannot handle the required number of truncations of the
series (over 120), while the use of polynomial densities allows the exact estimation of these
parameters. Other treatments of these ideas have been discussed by in Caro-Lopera et al.,
(2008) and Dı́az-Garcı́a and Caro-Lopera (2008).
Finally, the third problem depends exclusively on the function to derive, and cannot be
generalized to any function by a theory other than that of partitions, already implemented.
The introduction of a new matrix distribution should generally address three issues:
(1) to solve the problem of integration in the domain of the matrix variate; (2) to find a
polynomial density under some transformational approach and conditions for the parame-
ters, to ensure the feasibility of inference over exact distributions; and (3) to find an easily
computable formula for the k−th derivative.
Accordingly, the rest of this article is organized as follows. In Sec. 2, we derive
a new family of elliptical distributions that generalizes the Jensen-Logistic density, and
2740 Caro-Lopera et al.

obtain its general k−th derivative in the simplest possible way using a mathematical tech-
nique based on the Pascal triangle. Then, in Sec. 3, the corresponding Kummer relation
is obtained through the use of the general derivative, setting the distribution in the do-
main of polynomial densities, and avoiding the open problem regarding their computation
via a series of zonal polynomials. Finally, in Sec. 4, the above-mentioned Kummer re-
lation is applied in the context of Shape Theory by deriving the configuration density
under a Generalized Jensen-Logistic sample. It turns out to be a simple polynomial ex-
pression, a very uncommon situation in the complicated set of distributions expressed
in terms of zonal polynomials that facilitates the handling of inferential problems in the
future.
Downloaded by [Centro de Investigaciones en Matemáticas, A.C,] at 08:27 07 March 2016

2. The Generalized Matrix Variate Jensen-Logistic distribution and its


derivatives
In the last two decades, the matrix variate distribution theory based on non-Gaussian
distributions has been studied by a number of authors, in an attempt to extend the well-
known Gaussian procedures to the classes of elliptical distributions; see, for example, Fang
and Anderson (1990), Fang and Zhang (1990), and Gupta and Varga (1993).
Constantine (1963), five decades ago, described the matrix variate distribution based on
the normal in the setting of zonal polynomials of A.T. James. The extensions for elliptical
models were not immediate, because the generalization requires the integration of non-
exponential kernels and such procedures usually cannot be inherited from the Gaussian
case. The best compilation of the matrix variate distribution theory based on normality is in
Muirhead (1982). It is easy to see that most of the results depend critically on the integral

(a)κ m (a)
etr(−XZ)|X|a−(m+1)/2 Cκ (XY)(dX) = Cκ (YZ−1 ), (1)
X>0 |Z|a

where Z is a complex symmetric m×m matrix with (Z) > 0 and Y is an m×m symmetric
matrix. If we want to translate the procedures of Muirhead (1982), written in terms of zonal
polynomials, to distributions of the elliptical class, we see that the classical literature on
elliptical densities is not expressed in terms of such polynomials. The first issue we have
to consider is to solve the problems relating to the integral in (1).
As in the Gaussian case, the generalizations that we pursue can be found in the general
integral derived by Caro-Lopera et al., (2009a):

h(tr XZ)|X|a−(m+1)/2 Cκ (XY)(dX)
X>0
 ∞
m (a)
= |Z|−a (a)κ Cκ (YZ−1 ) h(w)w ma+k−1 dw. (2)
(ma + k) 0

Note that the result in (1) is trivially obtained from (2) by taking h(y) = e−y .
This integral can now be used in different and very general contexts such as the
Statistical Shape Theory under elliptical models (see, for example, Caro-Lopera et al.,
2009a, 2009b, Dı́az-Garcı́a and Caro-Lopera 2010, 2013, 2014 and Caro-Lopera and Dı́az-
Garcı́a, 2012), and new generalizations of relations based on elliptical kernels, such as the
Kummer relations (see Dı́az-Garcı́a and Caro-Lopera, 2008).
Pascal Triangle and Jensen Logistic Distribution 2741

From the structure of (2), new approaches can be developed based on Taylor expansions
of the generator functions of the elliptical models. Therefore, it is important to provide
closed expressions for the k-th derivatives of the generator function.
For the main elliptical distributions, such as Kotz, Pearson, Bessel, and Jensen-Logistic,
this is not a trivial problem. In fact, the general derivative of the generator function stays
in the context of partition functions. Explicit formulae for the above-mentioned elliptical
families of distributions can be seen in Caro-Lopera et al., (2009a). However, only a few
families, such as some classes of Kotz distributions, have a simple form for the general
derivative, thus facilitating inferential procedures.
First, we propose the class of distributions that will be the baseline for the paper.
Downloaded by [Centro de Investigaciones en Matemáticas, A.C,] at 08:27 07 March 2016

The p × n random matrix X is said to have a Generalized Matrix Variate Symmetric


Jensen-Logistic distribution with parameters M : p × n,  > 0 : p × p,  > 0 : n × n,
m ∈ N, if its pdf is

c etr[−(X − M)  −1 (X − M)−1 ]


f (X) = , (3)
||n/2 ||p/2 {1 + etr[−(X − M)  −1 (X − M)−1 ]}m
pn/2  ∞ pn 2 −1
e−z
where c = (pn/2) 0 z (1+e−z )m
dz < 0.
For m = 2, we have the matrix variate symmetric Jensen-Logistic distribution.
This family belongs to the class of elliptically contoured distributions, with generator
function h(y), which has recently been studied under a general approach involving a series
of zonal polynomials (see Muirhead, 1982) and the derivatives h(k) (y); see, for example
Caro-Lopera et al., (2009a).
Thus, in this context and in order to facilitate some applications, we will propose a
new distribution and study its derivatives. In general, this is not a trivial problem, since the
derivations are set in terms of partition theory, a rather cumbersome approach.
The required derivatives have a closed form expression and were given in the following
result due to Caro-Lopera et al., (2009a).

Lemma 2.1 Let f (t) = s(t)r(g(t)), where s(·), r(·) and g(·) have derivatives of all orders.
k
If w (k) denotes ddtwk , then
k  
 k
f (k) = s (m) [r(g(t))](k−m) , (4)
m=0
m

where
 k! k
k
[r(g(t))](k) = k r( i=1 νi ) (g (i) )νi ,
νi
ν
κ=(k νk ,(k−1)νk−1 ,···,3ν3 ,2ν2 ,1 1 ) i=1 νi !(i!) i=1

(5)

where the summation runs over all the partitions

κ = (k νk , (k − 1)νk−1 , · · · , 3ν3 , 2ν2 , 1ν1 )

of k.

Note that the function f admits a Taylor expansion. Therefore, the above expressions
always exist for all k.
2742 Caro-Lopera et al.

In this section, we study the derivatives of the generator function of a Generalized


Jensen-Logistic distribution avoiding the above mentioned partitional approach, and setting
the result in a simple way by using a generalization of the Pascal triangles.
We start with the classical matrix variate symmetric Jensen-Logistic distribution known
in the literature, the case of m = 2, and show that the general results can be obtained by
extending it.

2.1 The classical case, m = 2


i. The solution via partition theory. Consider the generator function of (3) when
Downloaded by [Centro de Investigaciones en Matemáticas, A.C,] at 08:27 07 March 2016

m = 2. The required derivative was obtained by Caro-Lopera et al., (2009a), taking

h(y) = exp(−y) (1 + exp(−y))−2 , (6)

and computing the k-th derivative by using Lemma 2.1, as

h(k) =

 k−m
k   
 (k − m)! k−m
νi + 1 ! e−(1+ i=1 νi )y
k i=1

m
k−m k−m k−m .
m=0 κ∈Pk−m (−1)m+ i=1 (1+i)νi i=1 νi !(i!)νi (1 + e−y )2+ i=1 νi

(7)

Here, the summation is over all the ordered partitions κ of k −m. For simplification
in the notation we use h(k) instead of h(k) (y).
ii. The new approach. A natural way to avoid the partitional formula in (7), is as
follows.
Write the generator function in (6) as

h(y) = H (y)(1 − H (y)), (8)

where
1
H (y) = . (9)
1 + e−y
Then, the k-th derivative of h(y) can be written as

 k
h =h· 1+
(k) i
bi H , (10)
i=1

for certain coefficients bi . The formula for the coefficients bi needs to be established.
For example, the first five cases give

h(1) = h · (1 − 2H ) ,
 
h(2) = h · 1 − 6H + 6H 2 ,
 
h(3) = h · 1 − 14H + 36H 2 − 24H 3 ,
 
h(4) = h · 1 − 30H + 150H 2 − 240H 3 + 120H 4 ,
 
h(5) = h · 1 − 62H + 540H 2 − 1560H 3 + 1800H 4 − 720H 5 .
Pascal Triangle and Jensen Logistic Distribution 2743

The coefficient of H k is (−1)k (k + 1)!, but the remaining ones do not seem to have
a simple recursion formula.
iii. An alternate solution. Based on an idea similar to one above and recalling that
the objective of the above-mentioned procedure is to avoid the partitional formula
given by (7) and simplify the computation, we propose the following procedure.
First, write (6) as
 −2  −2
h(y) = e−y 1 + e−y = ey 1 + ey .

Instead of (9), consider


Downloaded by [Centro de Investigaciones en Matemáticas, A.C,] at 08:27 07 March 2016

H (y) = ey , (11)

then

h(y) = H (y) (1 + H (y))−2 . (12)

Consider the ci ’s such that




k
h(k) = (1 + H )−k h 1 + ci H i . (13)
i=1

Computing the ci ’s for some specific cases we obtain:

h(0) = (1 + H )0 h [1] ,
h(1) = (1 + H )−1 h [1 − H ] ,
 
h(2) = (1 + H )−2 h 1 − 4H + H 2 ,
 
h(3) = (1 + H )−3 h 1 − 11H + 11H 2 − H 3 ,
 
h(4) = (1 + H )−4 h 1 − 26H + 66H 2 − 26H 3 + H 4 ,
 
h(5) = (1 + H )−5 h 1 − 57H + 302H 2 − 302H 3 + 57H 4 − H 5 .

The symmetry in the coefficients of the polynomial inside the brackets suggest to
collect them in the following Pascal-type triangle (with alternating signs, starting
with +). For example the first nine cases are as follows:
1
1 1
1 4 1
1 11 11 1
1 26 66 26 1
1 57 302 302 57 1
1 120 1191 2416 1191 120 1
1 247 4293 15619 15619 4293 247 1
1 502 14608 88234 156190 88234 14608 502 1
1 1013 47840 455192 1310354 1310354 455192 47840 1013 1

Now, the question is whether we are able to build the triangle as in the classical
Pascal array. Fortunately, the answer is yes, and this can be explained by looking
at the binomial array type of (12). For example, every element of the 10th line can
be obtained from the two coefficients above in the 9th line, namely,

1013 = 9 · 1 + 2 · 502
47840 = 8 · 502 + 3 · 14608
2744 Caro-Lopera et al.

455192 = 7 · 14608 + 4 · 88234


1310354 = 6 · 88234 + 5 · 156190
1310354 = 5 · 156190 + 6 · 88234
455192 = 4 · 88234 + 7 · 14608
47840 = 3 · 14608 + 8 · 502
1013 = 2 · 502 + 9 · 1
Downloaded by [Centro de Investigaciones en Matemáticas, A.C,] at 08:27 07 March 2016

So, by using the same classical induction proof in Pascal’s triangles, we can
establish the following result.

Lemma 2.2 If aji is the coefficient cj of H j in the i-th derivative of h according to (13),
then:
⎡ ⎤
 k

h(k) = (1 + H )−k h ⎣1 + −ajk−1 (k + 1 − j ) + ajk−1
+1 (j + 1) H
j⎦
, (14)
j =1

r
with a−1 = ak+1
r
= 0 and a0r = akr = 1, for every r = 1, 2, . . ..

Proof. We already saw that the result holds for k = 1, 2. Now, let us assume that
⎡ ⎤
k


h(k) = (1 + H )−k h ⎣1 + −ajk−1 (k + 1 − j ) + ajk−1
+1 (j + 1) H
j⎦

j =1
⎡ ⎤

k
= (1 + H )−k h ⎣1 + cj H j ⎦ .
j =1

Then, recalling that c0 = 1 and ck+1 = 0, we have


⎧ ⎡ ⎤⎫
d ⎨  ⎬
k
h(k+1) = (1 + H )−k−2 H ⎣1 + cj H j ⎦
dy ⎩ j =1

⎛ ⎞

k
= (−k − 2)(1 + H )−k−3 H ⎝H + cj H j +1 ⎠
j =1
⎛ ⎞

k
+(1 + H )−k−2 ⎝H + (j + 1)cj H j +1 ⎠
j =1
⎡ ⎛ ⎞

k
= (1 + H )−k−1 h ⎣(−k − 2) ⎝H + cj H j +1 ⎠
j =1
Pascal Triangle and Jensen Logistic Distribution 2745
⎛ ⎞⎤

k
+(1 + H ) ⎝1 + (j + 1)cj H j ⎠⎦
j =1


k
= (1 + H ) −k−1
h ⎣(−k − 2)H + (−k − 2)cj H j +1
j =1


k 
k
+1 + (j + 1)cj H j + H + (j + 1)cj H j +1 ⎦
Downloaded by [Centro de Investigaciones en Matemáticas, A.C,] at 08:27 07 March 2016

j =1 j =1


k+1
= (1 + H )−k−1 h (−k − 2)H + (−k − 2)cr−1 H r
r=2


k+1 
k+1
+1 + (r + 1)cr H + H +
r
rcr−1 H r

r=1 r=2


k+1
= (1 + H )−k−1 h 1 + (−k − 2)cr−1 H r
r=1


k+1 
k+1
+ (r + 1)cr H + r
rcr−1 H r

r=1 r=1


k+1
−k−1
= (1 + H ) h 1+ (−(k + 2 − r)cr−1 + (r + 1)cr ) H r
.
r=1


Finally, by inspection of the recurrences we can obtain the corresponding formula for
the binomial coefficient type in terms of k and j, as follows.

Theorem 2.1 The k-th derivative of

h(y) = exp(−y) (1 + exp(−y))−2 ,

is given by
⎡ ! ⎤

k j +1
  
k + 2
h(k) = (1 + ey )−k h · ⎣1 + (−1)j (−1)j +1−n n1+k ejy ⎦ . (15)
j =1 n=1
j + 1 − n

Proof. The proof follows from (14), i.e., just by verifying that

cjk = −(k + 1 − j )cjk−1


−1 + (j + 1)cj ,
k−1

where cjk is the coefficient of H j in (20). 


2746 Caro-Lopera et al.

2.2 The General Case


The extension for any m ∈ N is straightforward, we just need to apply the same procedure
as described for the case m = 2.
Explicitly, we want to obtain the k-th derivative of the generator function of (3)
given by
 −m  −m
h(y) = e−y 1 + e−y = e(m−1)y 1 + ey .

Consider as before
Downloaded by [Centro de Investigaciones en Matemáticas, A.C,] at 08:27 07 March 2016

H (y) = ey , (16)

then

h(y) = (H (y))m−1 (1 + H (y))−m . (17)

Consider the ci ’s (functions of m) such that




k
−k
h (k)
= (1 + H ) h (m − 1) + k
ci H i
; (18)
i=1

Computing the ci ’s for some particular cases, we obtain

h(0) = (1 + H )0 h · [1]
h(1) = (1 + H )−1 h · [(m − 1) − H ]
 
h(2) = (1 + H )−2 h · (m − 1)2 − (3m − 2)H + H 2
 
h(3) = (1 + H )−3 h · (m − 1)3 − (6m2 − 8m + 3)H + (7m − 3)H 2 − H 3

h(4) = (1 + H )−4 h · (m − 1)4 − (10m3 − 20m2 + 15m − 4)H

+(25m2 − 20m + 6)H 2 − (15m − 4)H 3 + H 4

h(5) = (1 + H )−5 h · (m − 1)5 − (15m4 − 40m3 + 45m2 − 24m + 5)H
+(65m3 − 75m2 + 46m − 10)H 2 − (90m2 − 34m + 10)H 3

+(31m − 5)H 4 − H 5 .

Motivated by the symmetry of the case m = 2 (classical Jensen-Logistic), and their ar-
rangement into a Pascal-type triangle, we try to collect the polynomial coefficients of the
brackets under the same class of arrays.
1
(m − 1) 1
(m − 1)2 3m − 2 1
(m − 1)3 6m2 − 8m + 3 7m − 3 1
(m − 1)4 10m3 − 20m2 + 15m − 4 25m2 − 20m + 6 15m − 4 1
(m − 1)5 15m4 − 40m3 + 45m2 − 24m + 5 65m3 − 75m2 + 46m − 10 90m2 − 34m + 10 31m − 5 1

In the general case, we have the same rule for constructing the coefficients of a given line
in terms of the preceding one: for example, every element of the 6th line (corresponding
Pascal Triangle and Jensen Logistic Distribution 2747

to the 5th derivative) can be obtained from the two coefficients above, in the 5th line. Note
that the first and last terms of any row i > 1 are clearly (m − 1)i and 1, respectively (which
can be proved very easily by mathematical induction). Thus, we have

15m4 − 40m3 + 45m2 − 24m + 5 = 5 · (m − 1)4 + m · (10m3 − 20m2 + 15m − 4)


65m3 − 75m2 + 46m − 10 = 4 · (10m3 − 20m2 + 15m − 4) + (m + 1) · (25m2 − 20m + 6)
90m2 − 34m + 10 = 3 · (25m2 − 20m + 6) + (m + 2) · (15m − 4)
31m − 5 = 2 · (15m − 4) + (m + 3) · (1).
Downloaded by [Centro de Investigaciones en Matemáticas, A.C,] at 08:27 07 March 2016

So again, by using the same classical induction proof as in Pascal’s triangles, we can prove analogous
to Lemma 2.2, the following result.
 −m
Lemma 2.3 If aji is the coefficient cj of H j in the i-th derivative of h(y) = e−y 1 + e−y
according to (18), then
⎡ ⎤

k
 
h(k) = (1 + H )−k · h · ⎣(m − 1)k + −ajk−1 (k + 1 − j ) + ajk−1
+1 (m + j − 1) H
j⎦
, (19)
j =1

r
with a−1 = ak+1
r
= 0, a0r = (m − 1)r and akr = 1, for every r = 1, 2, . . ..

Finally, we can obtain, as in Theorem 2.1, the corresponding formula for the binomial
coefficient in terms of k and m, as follows.
 −m
Theorem 2.2 The i-th derivative of the generator function h(y) = e−y 1 + e−y of the
Generalized Matrix Variate Jensen-Logistic distribution is
⎡ ! ⎤
 k j +1
  
k + 2
h(k) = (1 + ey )−k · h · ⎣1 + (−1)j (−1)j +1−m m1+k ejy ⎦ . (20)
j =1 m=1
j + 1 − m

The above procedures motivated us to study Pascal triangle arrays as a possible source
of solutions in generating functions of certain polynomials. However, the kernels from
other classical elliptical distributions (see Gupta and Varga, 1993) are not suitable for
simplification via Pascal triangles, and some like the general Kotz distribution should
definitively be expressed in terms of partition theory. Only some specific functions allow
for simplification, such as those of the Kotz-type I and the Pearson distributions (see Caro-
Lopera et al., 2009a and Dı́az-Garcı́a and Caro-Lopera, 2012, 2013, 2014). An interesting
problem that can be addressed in the future is to determine what new structures for Pascal
triangles could be proposed to obtain the generating function by integration, and this would
be useful in widening the classes of matrix distributions with desirable properties.

3. Generalized Jensen-Logistic Kummer Relation


The Kummer matrix relation, first derived by Herz (1955) and studied in the context of zonal
polynomials by Constantine (1963), has been extremely useful in statistical applications,
since in some special distributions, involving infinite series of zonal polynomials, it avoids
the problem in the computation of the series (Koev and Edelman, 2006) and turns them into
2748 Caro-Lopera et al.

simple low-degree polynomials (see Caro-Lopera and Dı́az-Garcı́a, 2012). This famous
relation states that

1 F1 (a; c; X) = etr(X) 1 F1 (c − a; c; −X); (21)

see Muirhead (1982, Eq. (6), p. 265).


For the Gaussian kernel, as expected, a general relation applies to any elliptical model.
Recently, Dı́az-Garcı́a and Caro-Lopera (2008) obtained a general relation, which is sum-
marized next.
Downloaded by [Centro de Investigaciones en Matemáticas, A.C,] at 08:27 07 March 2016

Lemma 3.1 If the generator function f (y) of a given matrix variate elliptical model admits
a Taylor expansion, then the generalized Kummer relation is given by
 (t)   (t) 
1 P1 f (0) : a; c; X = 1 P1 f (tr(X)) : c − a; c; −X , (22)

where X > 0, (c) > (m − 1)/2 and a is arbitrary (or at least (a) > (m − 1)/2, if
the integral representation of 1 F0 is used; see Herz (1955, p. 485) or Muirhead (1982,
Corollary 7.3.5).

The result is expressed in terms of the hypergeometric generalized function 1 P1 of


matrix argument, which was defined by Caro-Lopera et al., (2009a) as

 f (t, tr(X))  (a)τ
1 P1 (f (t, tr(X)) : a; c; X) = Cτ (X), (23)
t=0
t! τ
(c)τ

where τ denotes the summation over all partitions τ , τ = (t1 , · · · , tm ), t1 ≥ t2 · · · ≥ tm >
0, of t, Cτ (X) is the zonal polynomial of X corresponding to τ , the function f (t, tr(X)) is
independent of τ and the generalized hypergeometric coefficient (b)τ is given by
m  
1
(β)τ = β − (i − 1) ,
i=1
2 ti

where

(b)t = b(b + 1) · · · (b + t − 1), (b)0 = 1.

Then, Dı́az-Garcı́a and Caro-Lopera (2008) applied Lemma 3.1 to the classical Jensen-
Logistic distribution (m = 2), obtaining the Jensen-Logistic Kummer relation by setting

h(y) = exp(−y) (1 + exp(−y))−2 ,

and computing the k-th derivative using (7). Then f (t) (tr(X)) is given by
t    t−m  t−m
 t (t − m)! i=1 νi + 1 ! exp(−(1 + i=1 νi ) tr(X))
t−m t−m t−m ,
m=0
m κ∈P (−1) m+
t−m
i=1 (1+i)ν i νi !(i!) [1 + etr(−X)]2+ i=1 νi
ν i
i=1

and so
⎛ t−m  ⎞
t   
 t (t − m)! νi + 1 !
1 P1
⎝ t−m
i=1
t−m t−m : a; c; X⎠
m=0
m κ∈Pt−m (−1)m+ i=1 (1+i)νi
i=1 νi !(i!)νi 22+ i=1 νi
Pascal Triangle and Jensen Logistic Distribution 2749
 
= 1 P1 f (t) (tr X) : c − a; c; −X .

Even though the above expression is a polynomial, under certain special values of a and
c, the computation of the coefficients is not easy given the indexation with lexicographically
ordered partitions implicated in the summation. This is where the simplification of the
derivative of the generator obtained in the previous section becomes useful.
We can now improve and generalize that result by using the simple derivative given in
Theorem 2.2, as follows.

Theorem 3.2 The Generalized Jensen-Logistic


−m Kummer relation associated with the gen-
Downloaded by [Centro de Investigaciones en Matemáticas, A.C,] at 08:27 07 March 2016

erator function h(y) = e−y 1 + e−y is


 (k)   (k) 
1 P1 h (0) : a; c; X = 1 P1 h (tr(X)) : c − a; c; −X , (24)

where X > 0, (c) > (m − 1)/2 and a is arbitrary (or at least (a) > (m − 1)/2), if the
integral representation of 1 F0 is used (see Herz, 1955, p. 485; Muirhead, 1982, Corollary
7.3.5)), where
⎡ !⎤
 k j +1
  
k + 2
h(k) (0) = 2−k−m · ⎣1 + (−1)j (−1)j +1−m m1+k ⎦
j =1 m=1
j + 1 − m

and

h(k) (tr(X)) = (1 + etr(X))−k · etr(−X) (1 + etr(−X))−m


⎡ ! ⎤
 k j +1  
k + 2
· ⎣1 + (−1)j (−1)j +1−m m1+k etr(j X)⎦ .
j =1 m=1
j + 1 − m

An easily computable expression, which can be implemented in efficient algorithms,


would allow for inference with exact polynomial distributions.

4. An Application in Statistical Configuration Theory


The main advantage of the generalized Kummer relations lies in the fact that if c − a is
a negative integer, the series in the right hand side of (24) ends and it is a polynomial.
Thus, if we have a density written in terms of series of zonal polynomials as in the left
hand side of (24), which has important implications in their their computability (see Koev
and Edelman, 2006), then it can be turned into a polynomial density. This allows one to
develop inference on exact distributions which can now be computed efficiently. In fact,
in the context of statistical shape theory of planar images, there are formulas available for
those polynomials; see Caro-Lopera et al., (2007). See also Caro-Lopera et al (2009a) for
the main aspects of statistical shape theory under elliptical models.
As a summary, we start from the fact that two figures X : N × K and X1 : N × K
have the same configuration , if X1 = XE + 1N e , for some translation e : K × 1 and a
nonsingular E : K × K. Therefore, the configuration or shape of an image summarized
in a matrix X : N × K of K landmarks in N dimensions, is all geometric information left
after filtering various kinds of noise in the image such as rotation, scaling, translation and
uniform shear.
2750 Caro-Lopera et al.

The final configuration matrix N − 1 × KU, which contains the configuration coor-
dinates of the original N × K landmark matrix X, can be obtained through the following
transformational process:

LX = Y = UE, (25)

where L is a N − 1 × N Helmert submatrix (see Dryden and Mardia, 1998), and


Y = (Y1 | Y2 ) ; here, Y1 is a K × K nonsingular matrix and Y2 a q × K matrix, with
q = N − K − 1 ≥ 1. Observe that E = Y1 and U have the form U = (I | V ) , where
Downloaded by [Centro de Investigaciones en Matemáticas, A.C,] at 08:27 07 March 2016

V = Y2 Y−11 .
The first work in statistical shape theory of Goodall and Mardia (1993) considered that
X has an isotropic matrix Gaussian distribution, with a mean μX ,

X ∼ NN×K (μX , σ 2 IN ⊗ IK ),

and so, under (25), the distribution of configuration matrix U can be obtained.
Caro-Lopera et al., (2009a,b) generalized this approach by assuming that X has a
general elliptically contoured distribution, that is,

X ∼ EN×K (μX ,  X ⊗ X , h),

and then, obtained an expression for the configuration or affine distribution in terms of an
infinite series of zonal polynomials.
Unfortunately, this family of distributions inherits all the problems about the rela-
tionship between convergence and truncation of a series, when trying to estimate the
distributional parameters of form and dispersion (see Koev and Edelman, 2006). However,
when the the generalized Kummer relation in (22) is applied, the computation is solved
analytically and the following polynomial configuration density is obtained, as derived in
Caro-Lopera et al., (2008).

Lemma 4.1 If Y ∼ EN−1×K (μN−1×K ,  N−1×N−1 ⊗ IK , h),  > 0, K is even (odd) and N
is odd (even), respectively, then the polynomial expression of the non isotropic noncentral
configuration density is given by
   
N −1 K K
A × 1 P1 f (t) (tr(X)) : − − ; ; −X , (26)
2 2 2
 
and it is a polynomial of degree K N−1 2
− K2 in the latent roots of

X = U  −1 μμ  −1 U(U  −1 U)−1 , (27)

where
2  N−1 
πK /2
K
A= K N−1
2
K ,
|| 2 |U  −1 U| 2 K 2

f (y) admits a Taylor expansion and it is uniquely defined by

f (t) (0) = g(t, X),


Pascal Triangle and Jensen Logistic Distribution 2751

via
∞    −1 r  ∞
 tr μ  μ
h(2t+r) (y)y 2 +t−1 dy.
K(N−1)
g(t, X) =  K(N−1)  (28)
r=0
r! 2
+t 0

The particular result for the Generalized Jensen-Logistic distribution is easily obtained
by applying Theorem 2.2 in h(2t+r) (y). This density has a remarkable characteristic: if K is
even (odd) and N isodd (even),  then the Jensen-Logistic configuration density is a poly-
Downloaded by [Centro de Investigaciones en Matemáticas, A.C,] at 08:27 07 March 2016

nomial of degree K N−1 2


− K
2
in the latent roots of (27). Thus, the inference is extremely
simple to develop as can be seen in other models like the Kotz-type; see Caro-Lopera
et al., (2009b).Lastly, we stress that according to comparative studies performed recently
by Dı́az-Garcı́a and Caro-Lopera (2012), the optimal estimation of the configuration and
its dispersion can only be obtained through polynomial densities, since no analytical re-
lation among convergence, truncation and the optimum exists; as a matter of fact, these
studies show that the algorithms available to perform the computation of series of zonal
polynomials do not tolerate the truncation necessary to approach the solution obtained by
polynomials. As an example, for the digit 3 database, with 13 landmarks (Dryden and
Mardia, 1998), the configuration density is simply a grade 10 polynomial, while the corre-
sponding distribution in series requires a polynomial of a grade much greater than 120 to
begin the approximation in the way obtained by the grade 10 polynomial; unfortunately,
the maximum is not reached because the algorithms do not support major truncation. It is
important to note that the computational cost with series is very high, since it is necessary
to calculate all the zonal polynomials indexed by two part partitions of all integers from
0–120 or more, demanding modifications to the complex algorithms of Koev and Edelman
(2006), while the density proposed here is a simple polynomial of grade 10 that can be
obtained through direct application of formulae in Caro-Lopera et al., (2007), given for the
case of images in two dimensions.

Acknowledgments
The authors wish to express their gratitude to the anonymous referees for their helpful
comments and suggestions.

Funding
This research work was supported by the University of Medellin (Medellin, Colombia) and
the Center for Mathematical Research (Guanajuato-Monterrey, Mexico), joint grant No.
157. The authors also thank grant 105657 of CONACYT, México.

References
Caro-Lopera, F. J., Dı́az-Garcı́a, J. A., González-Farı́as, G. (2007). A formula for Jack polynomials
of the second order. Appl. Math. (Warsaw) 34: 113–119.
Caro-Lopera, F. J., Dı́az-Garcı́a, J. A., González-Farı́as, G. (2008). Finite elliptical configuration
distributions: inference and applications. Technical report, 25.09.2008, I-08-15 (PE). CIMAT,
Mexico.” http://www.cimat.mx/index.php?m=279” Also submitted.
Caro-Lopera, F. J., Dı́az-Garcı́a, J. A., González-Farı́as, G. (2009a). Noncentral elliptical configura-
tion density. J. Multivariate Anal. 101(1): 32–43.
2752 Caro-Lopera et al.

Caro-Lopera, F. J., Dı́az-Garcı́a, J. A., González-Farı́as, G. (2009b). Inference in statistical shape


theory: elliptical configuration densities. J. Statist. Res. 43(1): 1–19.
Caro-Lopera, F. J., Dı́az-Garcı́a, J. A. (2012). Matrix Kummer-Pearson VII relation and polynomial
Pearson VII configuration density. J. Iran. Statist. Soc. 11(2): 217–230.
Chikuse, Y., Davis, A. (1986). Some properties of invariant polynomials with matrix arguments and
their applications in econometrics. Ann. Inst. Statist. Math. 38: 109–122.
Constantine, A. G. (1963). Noncentral distribution problems in multivariate analysis. Ann. Math.
Statist. 34: 1270–1285.
Davis, A. W. (1979). Invariant polynomials with two matrix arguments extending the zonal polyno-
mials: applications to multivariate distribution theory. Ann. Instit. Statist. Math. 31: 465–485.
Downloaded by [Centro de Investigaciones en Matemáticas, A.C,] at 08:27 07 March 2016

Davis, A. W. (1981). On the construction of a class of invariant polynomials in several matrices,


extending the zonal polynomials. Ann. Inst. Statist. Math. 33: 297–313.
Dı́az-Garcı́a, J. A., Caro-Lopera, F. J. (2008). Matrix Kummer General relation. Technical report:
25.09.2008, I-08-16 (PE), CIMAT, Mexico. ”http://www.cimat.mx/index.php?m=279”.
Dı́az-Garcı́a, J. A., Caro-Lopera, F. J. (2010). Generalized shape theory via SV decomposition I.
Metrika 75: 541–565.
Dı́az-Garcı́a, J. A., Caro-Lopera, F. J. (2012). Statistical theory of shape under elliptical models and
singular value decompositions. J. Multivariate Anal. 103: 77–92.
Dı́az-Garcı́a, J. A., Caro-Lopera, F. J. (2013). Generalised shape theory via psuedo-Wishart distribu-
tion. Sankhya A. 75:253–276.
Dı́az-Garcı́a, J. A., Caro-Lopera, F. J. (2014). Statistical theory of shape under elliptical models via
QR decomposition. Statistics. 48:456–472.
Dryden, I. L., Mardia, K. V. (1998). Statistical Shape Analysis. Chichester: John Wiley & Sons.
Goodall, C. R., Mardia, K. V. (1993). Multivariate aspects of shape theory. Ann. Statist. 21: 848–866.
Gupta, A. K., Varga, T. (1993). Elliptically Contoured Models in Statistics. Dordrecht: Kluwer
Academic Publishers.
Fang, K. T., Anderson, T. W., Eds., (1990). Statistical Inference in Elliptically Contoured and Related
Distributions. New York: Allerton Press.
Fang, K. T., Zhang, Y. T. (1990). Generalized Multivariate Analysis. Beijing: Science Press, Springer-
Verlag.
Herz, C. S. (1955). Bessel functions of matrix argument. Ann. Math. 61: 474–523.
Koev, P., Edelman, A. (2006). The efficient evaluation of the hypergeometric function of a matrix
argument. Math. Comp. 75: 833–846.
Muirhead, R. J. (1982). Aspects of Multivariate Statistical Theory. New York: John Wiley & Sons.

View publication stats