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A Bicompositional Dirichlet Distribution

Bergman, Jakob LU orcid (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/Preprint
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
2016-04-04 12:09:57
date last changed
2018-11-21 21:09:22
@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},
  language     = {eng},
  note         = {Working Paper},
  publisher    = {Department of Statistics, Lund university},
  title        = {A Bicompositional Dirichlet Distribution},
  url          = {https://lup.lub.lu.se/search/files/5942517/1515005.pdf},
  year         = {2009},
}