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A Bicompositional Dirichlet Distribution

På svenska

Author

Summary, in English

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.

Publishing year

2009

Language

English

Document type

Working paper

Publisher

Department of Statistics, Lund university

Topic

  • Probability Theory and Statistics

Keywords

  • Dirichlet distribution
  • Cartesian product
  • compositional data
  • Simplex

Status

Published