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.