A generalised Kotz type distribution and Riesz distribution

Jose A. Diaz-Garcia

A generalised Kotz type distribution and Riesz distribution

Statistics Theory 2015-06-17 v2 Statistics Theory

Authors: Jose A. Diaz-Garcia

Abstract

This article derives the distribution of random matrix $\mathbf{X}$ associated with the transformation $\mathbf{Y} = \mathbf{X}^{*}\mathbf{X}$ , such that $\mathbf{Y}$ has a Riesz distribution for real normed division algebras. Two versions of this distributions are proposed and some of their properties are studied.

Keywords

probability distribution

Cite

@article{arxiv.1304.5292,
  title  = {A generalised Kotz type distribution and Riesz distribution},
  author = {Jose A. Diaz-Garcia},
  journal= {arXiv preprint arXiv:1304.5292},
  year   = {2015}
}

Comments

Several properties of q_{\kappa} have been modified. arXiv admin note: text overlap with arXiv:1211.1746, arXiv:1301.4525. substantial text overlap with arXiv:1301.4525

A generalised Kotz type distribution and Riesz distribution

Abstract

Keywords

Cite

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