A characterization of the Riesz distribution

Details A characterization of the Riesz distribution A characterization of the Riesz distribution

2007-06-05

arxiv.org/abs/0706.0679v1

Mathematics

Probability

Scientific paper

Bobecka and Wesolowski (2002) have shown that, in the Olkin and Rubin characterization of the Wishart distribution (See Casalis and Letac (1996)), when we use the division algorithm defined by the quadratic representation and replace the property of invariance by the existence of twice differentiable densities, we still have a characterization of the Wishart distribution. In the present work, we show that, when we use the division algorithm defined by the Cholesky decomposition, we get a characterization of the Riesz distribution.

Affiliated with

Also associated with

No associations

Rating

A characterization of the Riesz distribution does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with A characterization of the Riesz distribution, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and A characterization of the Riesz distribution will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-122598