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A Bicompositional Dirichlet Distribution

Författare:
Publiceringsår: 2009
Språk: Engelska
Sidor: 16
Nummer: 3
Dokumenttyp: Working paper
Förlag: Department of statistics

Sammanfattning

The Simplex S^D is the sample space of a D-part composition. There are only a few distributions defined on the Simplex and even fewer defined on the Cartesian product S^D x S^D. Based on the Dirichlet distribution, defined on S^D, we propose a new bicompositional Dirichlet distribution defined on S^D x S^D, and examine some of its properties, such as moments as well as marginal and conditional distributions. The proposed distribution allows for modelling of covariation between compositions without leaving S^D x S^D.

Disputation

Nyckelord

  • Mathematics and Statistics
  • Dirichlet distribution
  • Cartesian product
  • compositional data
  • Simplex

Övrigt

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