A Bicompositional Dirichlet Distribution
Dokumenttyp: Working paper
Förlag: Department of statistics
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.
- Probability Theory and Statistics
- Dirichlet distribution
- Cartesian product
- compositional data