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Generalized symmetrized dirichlet distributions

Generalized symmetrized dirichlet distributions In this paper we introduce a family of multivariate distributions, which consists of scale mixtures of symmetrized Dirichlet distributions. This family is a symmetrization of multivariate Liouville distributions and contains the well-known spherically symmetric distributions as a special case. The basic properties of this family such as stochastic representation, probability density functions, marginal and conditional distributions and components' independence are studied. A criterion of the invariance of statistics is also given. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Acta Mathematicae Applicatae Sinica Springer Journals

Generalized symmetrized dirichlet distributions

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References (7)

Publisher
Springer Journals
Copyright
Copyright © 1988 by Science Press, Beijing, China and Allerton Press, Inc., New York, U.S.A.
Subject
Mathematics; Applications of Mathematics; Math Applications in Computer Science; Theoretical, Mathematical and Computational Physics
ISSN
0168-9673
eISSN
1618-3932
DOI
10.1007/BF02007235
Publisher site
See Article on Publisher Site

Abstract

In this paper we introduce a family of multivariate distributions, which consists of scale mixtures of symmetrized Dirichlet distributions. This family is a symmetrization of multivariate Liouville distributions and contains the well-known spherically symmetric distributions as a special case. The basic properties of this family such as stochastic representation, probability density functions, marginal and conditional distributions and components' independence are studied. A criterion of the invariance of statistics is also given.

Journal

Acta Mathematicae Applicatae SinicaSpringer Journals

Published: Jul 13, 2005

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