Mixture of the Riesz distribution with respect to the multivariate Poisson

Details Mixture of the Riesz distribution with respect to the multivariate Poisson Mixture of the Riesz distribution with respect to the multivariate Poisson

2009-01-10

arxiv.org/abs/0901.1390v1

Mathematics

Probability

Scientific paper

The aim of this paper is to study the mixture of the Riesz distribution on symmetric matrices with respect to the multivariate Poisson distribution. We show, in particular, that this distribution is related to the modified Bessel function of the first kind. We also study the generated natural exponential family. We determine the domain of the means and the variance function of this family.

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