Mixture of the Riesz distribution with respect to the multivariate Poisson
Probability
2009-01-13 v1
Abstract
The aim of this paper is to study the mixture of the Riesz distribution on symmetric matrices with respect to the multivariate Poisson distribution. We show, in particular, that this distribution is related to the modified Bessel function of the first kind. We also study the generated natural exponential family. We determine the domain of the means and the variance function of this family.
Keywords
Cite
@article{arxiv.0901.1390,
title = {Mixture of the Riesz distribution with respect to the multivariate Poisson},
author = {Abdelhamid Hassairi and Mahdi Louati},
journal= {arXiv preprint arXiv:0901.1390},
year = {2009}
}