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- W2042905948 abstract "Abstract The Riesz distributions on a symmetric cone are used to introduce a class of beta-Riesz distributions. Some fundamental properties of these distributions are established. In particular, we study the effect of a projection on a beta-Riesz distribution and we give some properties of independence. We also calculate the expectation of a beta-Riesz random variable. As a corollary, we give the regression on the mean of a Riesz random variable; that is, we determine the conditional expectation E ( U ∣ U + V ) where U and V are two independent Riesz random variables." @default.
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- W2042905948 date "2005-08-01" @default.
- W2042905948 modified "2023-10-11" @default.
- W2042905948 title "Beta-Riesz distributions on symmetric cones" @default.
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- W2042905948 doi "https://doi.org/10.1016/j.jspi.2004.02.008" @default.
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