solidot新版网站常见问题,请点击这里查看。
消息
本文已被查看3397次
Gaussian representation of a class of Riesz probabilitydistributions. (arXiv:1712.06301v1 [math.PR])
来源于:arXiv
The Wishart probability distribution on symmetricmatrices has been initially
defined by mean of the multivariateGaussian distribution as an of the
chi-square distribution. A moregeneral definition is given using results for
harmonic analysis.Recently a probability distribution on symmetric matrices
called theRiesz distribution has been defined by its Laplace transform as
ageneralization of the Wishart distribution. The aim of the presentpaper is to
show that some Riesz probability distributions which arenot necessarily Wishart
may also be presented by mean of theGaussian distribution using Gaussian
samples with missing data. 查看全文>>