Beta-Riesz distributions on symmetric cones |
| |
| Institution: | 1. School of Business, Kwame Nkrumah University of Science & Technology, Kumasi, Ghana;2. African Finance & Economics Consult (AFEC) – Johannesburg, South Africa;3. Department of Finance, Law and Control, Montpellier Business School, France;4. Department of Banking and Finance, School of Business and Law, University for Development Studies, Wa, Upper West region, Ghana;5. Centre for Energy and Environmental Policy research, Institutes of Science and Development, Chinese Academy of Sciences, Beijing 100190, China;6. School of Public Policy and Management, University of Chinese Academy of Sciences, Beijing 100049, China |
| |
| Abstract: | The Riesz distributions on a symmetric cone are used to introduce a class of beta-Riesz distributions. Some fundamental properties of these distributions are established. In particular, we study the effect of a projection on a beta-Riesz distribution and we give some properties of independence. We also calculate the expectation of a beta-Riesz random variable. As a corollary, we give the regression on the mean of a Riesz random variable; that is, we determine the conditional expectation where and are two independent Riesz random variables. |
| |
| Keywords: | |
| 本文献已被 ScienceDirect 等数据库收录！ |
|
