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A Bicompositional Dirichlet Distribution

Bergman, Jakob LU (2009)
Abstract
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.
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Working Paper
publication status
published
subject
keywords
Dirichlet distribution, Cartesian product, compositional data, Simplex
pages
16 pages
publisher
Department of Statistics, Lund university
language
English
LU publication?
yes
id
f45a8052-235a-403c-a888-518fb3ce7bac (old id 1514940)
alternative location
http://www.stat.lu.se/publikationer/wp
date added to LUP
2009-12-09 08:54:33
date last changed
2016-04-16 10:12:36
@misc{f45a8052-235a-403c-a888-518fb3ce7bac,
  abstract     = {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.},
  author       = {Bergman, Jakob},
  keyword      = {Dirichlet distribution,Cartesian product,compositional data,Simplex},
  language     = {eng},
  pages        = {16},
  publisher    = {ARRAY(0xaa8a3e0)},
  title        = {A Bicompositional Dirichlet Distribution},
  year         = {2009},
}