Distributions on symmetric cones II: Beta-Riesz distribution
Statistics Theory
2015-06-17 v2 Statistics Theory
Abstract
This article derives several properties of the Riesz distributions, such as their corresponding Bartlett decompositions, the inverse Riesz distributions and the distribution of the generalised variance for real normed division algebras. In addition, introduce a kind of generalised beta distribution termed beta-Riesz distribution for real normed division algebras. Two versions of this distributions are proposed and some properties are studied.
Keywords
Cite
@article{arxiv.1301.4525,
title = {Distributions on symmetric cones II: Beta-Riesz distribution},
author = {José A. Diaz-Garcia},
journal= {arXiv preprint arXiv:1301.4525},
year = {2015}
}
Comments
Several properties of q_{\kappa} have been modified and their consequences in the rest of the manuscript