A generalization of the Dirichlet distribution

JOURNAL OF MULTIVARIATE ANALYSIS

卷:114

Article

Ongaro, A.¹  Migliorati, S.¹ 

[1] Univ Milano Bicocca, Dept Stat, Milan, Italy

关键词: Dirichlet mixture;    Subcomposition;    Amalgamation;    Compositional invariance;    Neutrality;    Multi-modality;   

DOI  :  10.1016/j.jmva.2012.07.007

来源: Elsevier

【 摘 要 】

A new parametric family of distributions on the unit simplex is proposed and investigated. Such family, called flexible Dirichlet, is obtained by normalizing a correlated basis formed by a mixture of independent gamma random variables. The Dirichlet distribution is included as an inner point. The flexible Dirichlet is shown to exhibit a rich dependence pattern, capable of discriminating among many of the independence concepts relevant for compositional data. At the same time it can model multi-modality. A number of stochastic representations are given, disclosing its remarkable tractability. In particular, it is closed under marginalization, conditioning, subcomposition, amalgamation and permutation. (C) 2012 Elsevier Inc. All rights reserved.

【 授权许可】

Free