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Mixture of the Riesz Distribution with Respect to a Multivariate Poisson |
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| Authors: | Abdelhamid Hassairi Mahdi Louati |
| Institution: | 1. Laboratory of Probability and Statistics , Sfax Faculty of Sciences , Sfax , Tunisia abdelhamid.hassairi@fss.rnu.tn;3. Laboratory of Probability and Statistics , Sfax Faculty of Sciences , Sfax , Tunisia |
| 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. |
| Keywords: | Bessel function Natural exponential family Poisson distribution Riesz distribution Variance function |