Structural Properties of the Generalized Dirichlet Distributions

被引：0

作者：

Chang, Wan-Ying ^{[1
]}

Gupta, Rameshwar D. ^{[2
]}

Richards, Donald St. P. ^{[3
]}

机构：

[1] US Bur Census, Washington, DC 20233 USA

[2] Univ New Brunswick, Dept Appl Stat & Comp Sci, St John, NB E2L 4L5, Canada

[3] Penn State Univ, Dept Stat, University Pk, PA 16802 USA

来源：

ALGEBRAIC METHODS IN STATISTICS AND PROBABILITY II | 2010年 / 516卷

基金：

美国国家科学基金会;

关键词：

Complete neutrality; compositional data; Dirichlet distribution; generalized hypergeometric series; maximum likelihood estimation; neutrality; stochastic representation; multivariate reverse rule; multivariate total positivity; stochastic ordering; CORRELATION INEQUALITIES; ORDERINGS; MODEL;

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We study the general structure of the generalized Dirichlet distributions, deriving general formulas for the marginal and conditional probability density functions of those distributions. We develop the multivariate reverse rule properties of these distributions, apply those properties to derive probability inequalities, and derive stochastic representations and orderings for the distributions. Further, we study approaches for estimating the parameters of these distributions and recommend that parameter estimation be carried out by the maximum likelihood method.

引用

页码：109 / +

页数：3

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