A characterization of the Riesz probability distribution

作     者：Hassairi, A. Lajmi, S. Zine, R. 

作者机构：Univ Sfax Fac Sci Sfax Tunisia 

出 版 物：《JOURNAL OF THEORETICAL PROBABILITY》 (理论概率杂志)

年 卷 期：2008年第21卷第4期

页      面：773-790页

核心收录：

学科分类：07[理学] 0714[理学-统计学（可授理学、经济学学位）] 0701[理学-数学] 070101[理学-基础数学] 

主　　题：division algorithm Wishart distribution Riesz distribution Beta-Riesz distribution functional equation 

摘      要：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.