Moments of the Riesz distribution
Statistics Theory
2015-06-02 v2 Statistics Theory
Abstract
This article derives the first two moments of the two versions of the Riesz distribution in the terms of their characteristic functions.
Cite
@article{arxiv.1303.5142,
title = {Moments of the Riesz distribution},
author = {Jose A. Diaz-Garcia},
journal= {arXiv preprint arXiv:1303.5142},
year = {2015}
}
Comments
P. 2-3, properties 1, 2, and 5 have been corrected. P. 5, Proposition 2.1 has been modified. P. 6, equation (18), $q_{\kappa}(\mathbf{\Sigma})$ has been replaced by $q_{\kappa}^{-1}(\mathbf{\Sigma}^{-1})$; and $\mathbf{\Sigma}^{1/2}$ by $\left(\mathbf{\Sigma}^{1/2}\right)^{*}$ in several places