ruth@utstat.uucp (Ruth Croxford) (11/14/89)
Colloquium, Department of Statistics, University of Toronto
Topic: An exact decomposition theorem for distributions on symmetric cones.
Speaker: Helene Massam, York University
Date: Thursday, November 23, 1989 4:00 - 5:00
Place: Room 1085, Sidney Smith Hall, 100 St. George St., U of T
Abstract:
Given a sample (x1, x2, ..., xn) from the normal, gamma, or the inverse
gaussian distribution, the joint probability density of (x1, x2, ..., xn) can
be decomposed into the product of densities of n independent quantities. The
splitting is done in such a way that the data points are incorporated into
the successive quantities one at a time. We show this property holds true for
a general class of distributions on symmetric cones, including the Wishart
distribution. Moreover, the splitting is "transmitted" through the process
of conditioning on the unit orbit in the symmetric cone.
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Coffee and tea will be served in the De Lury Lounge (SS6006) at 3:30 p.m.