Distributions on symmetric cones II: Beta-Riesz distribution

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.

Several properties of q_κ have been modified and their consequences in the rest of the manuscript

References in corpus (2)

• The Lukacs-Olkin-Rubin theorem on symmetric cones without invariance of the "quotient"
• A generalised Kotz type distribution and Riesz distribution

Cited by in corpus (4)

• A generalised Kotz type distribution and Riesz distribution
• Generalised matrix multivariate $T$-distribution
• Generalised matrix multivariate Pearson type II-distribution
• Generalised matricvariate $T$-distribution