Mixture of the Riesz Distribution with Respect to a Multivariate Poisson
Abdelhamid Hassairi, Mahdi Louati · Communication in Statistics- Theory and Methods · 2013
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.