Why Jordan algebras are natural in statistics:quadratic regression implies Wishart distributions
Statistics Theory
2016-08-14 v1 Statistics Theory
Abstract
If the space of quadratic forms in is splitted in a direct sum and if and are independent random variables of , assume that there exist a real number such that and real distinct numbers such that for any in We prove that this happens only when , when can be structured in a Euclidean Jordan algebra and when and have Wishart distributions corresponding to this structure.
Keywords
Cite
@article{arxiv.1004.3148,
title = {Why Jordan algebras are natural in statistics:quadratic regression implies Wishart distributions},
author = {Gerard Letac and Jacek Wesołowski},
journal= {arXiv preprint arXiv:1004.3148},
year = {2016}
}
Comments
11 pages