对称锥上的分布 I：Riesz 分布
统计理论
2015-06-02 v2 统计理论
摘要
本文推导了实赋范可除代数的 Riesz 分布。随后提出了这些分布的两种版本，并研究了它们的一些性质。
引用
@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}
}
备注
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