Characterization of beta distribution on symmetric cones
Probability
2016-05-13 v2
Abstract
In the paper we generalize the following characterization of beta distribution to the symmetric cone setting: let and be independent, non-degenerate random variables with values in , then and are independent if and only if there exist positive numbers , , such that and follow beta distributions with parameters and , respectively.
Keywords
Cite
@article{arxiv.1501.02193,
title = {Characterization of beta distribution on symmetric cones},
author = {Bartosz Kołodziejek},
journal= {arXiv preprint arXiv:1501.02193},
year = {2016}
}
Comments
12 pages. arXiv admin note: text overlap with arXiv:1403.0236, arXiv:1501.02575, arXiv:1307.3988