A generalised Kotz type distribution and Riesz distribution

2013/04/19 by Diaz-Garcia, Jose A.
#FOS: Mathematics #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.1304.5292

Abstract

This article derives the distribution of random matrix X associated with the transformation Y = X^*X, such that Y has a Riesz distribution for real normed division algebras. Two versions of this distributions are proposed and some of their properties are studied.

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