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Jakob Bergman
Director of studies, Department of Statistics
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A Bicompositional Dirichlet Distribution
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.
Department/s
- Department of Statistics
Publishing year
2009
Language
English
Full text
- Available as PDF - 132 kB
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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