Beta-Riesz distributions on symmetric cones

被引：17
|
作者：
Hassairi, A [1 ]
Lajmi, S [1 ]
Zine, R [1 ]
机构：
[1] Fac Sci Sfax, Sfax, Tunisia
来源：
JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2005年 / 133卷 / 02期
关键词：
symmetric cone; division algorithm; Wishart distribution; Riesz distribution;
D O I：
10.1016/j.jspi.2004.02.008
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 Riesz distributions on a symmetric cone are used to introduce a class of beta-Riesz distributions. Some fundamental properties of these distributions are established. In particular, we study the effect of a projection on a beta-Riesz distribution and we give some properties of independence. We also calculate the expectation of a beta-Riesz random variable. As a corollary, we give the regression on the mean of a Riesz random variable; that is, we determine the conditional expectation E(U broken vertical bar U + V) where U and V are two independent Riesz random variables. (c) 2004 Elsevier B.V. All rights reserved.
引用
收藏
页码：387 / 404
页数：18
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