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Original Articles

Mixture of the Riesz Distribution with Respect to a Multivariate Poisson

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Pages 1124-1140 | Received 19 Jan 2010, Accepted 30 Mar 2011, Published online: 06 Feb 2013
 

Abstract

The aim of this article is to study a statistical model obtained by the mixture of the Riesz probability distribution on symmetric matrices with respect to a multivariate Poisson distribution. We show that this distribution is related to the modified Bessel function of the first kind. We then determine the domain of the means and the variance function of the generated natural exponential family.

Mathematics Subject Classification:

Acknowledgement

We sincerely thank the Editor and two referees for their suggestions and comments that led to significant improvements in this article.

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