Title of article :
On the projections of the Dirichlet probability distribution on symmetric cones
Author/Authors :
Hassairi، نويسنده , , A. and Masmoudi، نويسنده , , M. and Zine، نويسنده , , R.، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2009
Pages :
7
From page :
367
To page :
373
Abstract :
In this paper, we introduce the Riesz–Dirichlet distribution on a symmetric cone as an extension of the Dirichlet distribution defined by the Wishart distribution. We also show that some projections of these distributions related to the Pierce decomposition are also Dirichlet.
Keywords :
Division algorithm , Symmetric cone , Wishart distribution , Riesz distribution , Dirichlet distribution
Journal title :
Journal of Mathematical Analysis and Applications
Serial Year :
2009
Journal title :
Journal of Mathematical Analysis and Applications
Record number :
1559382
Link To Document :
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