Distributions on symmetric cones II: Beta-Riesz distribution

arXiv1301.4525MaRDI QIDQ6238867FDOQ6238867

Publication date: 18 January 2013

Abstract: This article derives several properties of the Riesz distributions, such as their corresponding Bartlett decompositions, the inverse Riesz distributions and the distribution of the generalised variance for real normed division algebras. In addition, introduce a kind of generalised beta distribution termed beta-Riesz distribution for real normed division algebras. Two versions of this distributions are proposed and some properties are studied.

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15)

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