A Characterization of the Riesz Probability Distribution

A. Hassairi (), S. Lajmi and R. Zine
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A. Hassairi: Université de Sfax
S. Lajmi: Université de Sfax
R. Zine: Université de Sfax

Journal of Theoretical Probability, 2008, vol. 21, issue 4, 773-790

Abstract: Abstract Bobecka and Wesolowski (Studia Math. 152:147–160, [2002]) have shown that, in the Olkin and Rubin characterization of the Wishart distribution (see Casalis and Letac in Ann. Stat. 24:763–786, [1996]), when we use the division algorithm defined by the quadratic representation and replace the property of invariance by the existence of twice differentiable densities, we still have a characterization of the Wishart distribution. In the present work, we show that when we use the division algorithm defined by the Cholesky decomposition, we get a characterization of the Riesz distribution.

Keywords: Division algorithm; Wishart distribution; Riesz distribution; Beta-Riesz distribution; Functional equation (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s10959-008-0142-1

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