Distributions on symmetric cones I: Riesz distribution
Statistics Theory
2015-06-02 v2 Statistics Theory
Abstract
The Riesz distribution for real normed division algebras is derived in this work. Then two versions of these distributions are proposed and some of their properties are studied.
Keywords
Cite
@article{arxiv.1211.1746,
title = {Distributions on symmetric cones I: Riesz distribution},
author = {Jose A. Diaz-Garcia},
journal= {arXiv preprint arXiv:1211.1746},
year = {2015}
}
Comments
P. 5, properties 1., 2. and 5 have been modified. Throughout the article the square root decomposition was replaced by the Cholesky decomposition; and each expression of Riesz type II distribution, $q_{\kappa}(\mathbf{\Sigma})$ must be replaced by $q_{\kappa}^{-1}(\mathbf{\Sigma}^{-1})$. P. 8. In expression (23) the left side has ben deleted. P. 8. Theorem 2 and its proof have been modified