Characterization of beta distribution on symmetric cones

Bartosz Kołodziejek

Journal of Multivariate Analysis, 2016, vol. 143, issue C, 414-423

Abstract: In the paper we generalize the following characterization of beta distribution to the symmetric cone setting: let X and Y be independent, non-degenerate random variables with values in (0,1), then U=1−XY and V=1−XU are independent if and only if there exist positive numbers pi, i=1,2,3, such that X and Y follow beta distributions with parameters (p1+p3,p2) and (p3,p1), respectively.

Keywords: Beta distribution; Beta–Riesz distribution; Characterization of probability distribution; Division algorithm; Symmetric cones; Fundamental equation of information; Functional equations (search for similar items in EconPapers)
Date: 2016
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0047259X15002547
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:143:y:2016:i:c:p:414-423

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.jmva.2015.10.004

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().