Mixture of the Riesz Distribution with Respect to a Multivariate Poisson

被引：6
|
作者：
Hassairi, Abdelhamid [1 ]
Louati, Mahdi [1 ]
机构：
[1] Sfax Fac Sci, Lab Probabil & Stat, Sfax, Tunisia
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2013年 / 42卷 / 06期
关键词：
Bessel function; Natural exponential family; Poisson distribution; Riesz distribution; Variance function; Primary; 60E05; Secondary; 62E10; EXPONENTIAL-FAMILIES; SYMMETRIC CONES;
D O I：
10.1080/03610926.2011.579372
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The aim of this article is to study a statistical model obtained by the mixture of the Riesz probability distribution on symmetric matrices with respect to a multivariate Poisson distribution. We show that this distribution is related to the modified Bessel function of the first kind. We then determine the domain of the means and the variance function of the generated natural exponential family.
引用
收藏
页码：1124 / 1140
页数：17
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