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On the projections of the Dirichlet probability distribution on symmetric cones |
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| Authors: | A Hassairi M Masmoudi R Zine |
| Institution: | Laboratory of Probability and Statistics, Sfax University, Tunisia |
| Abstract: | In this paper, we introduce the Riesz-Dirichlet distribution on a symmetric cone as an extension of the Dirichlet distribution defined by the Wishart distribution. We also show that some projections of these distributions related to the Pierce decomposition are also Dirichlet. |
| Keywords: | Symmetric cone Division algorithm Wishart distribution Riesz distribution Dirichlet distribution |
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