Exact and Approximate Distributions for the Linear Combination of Inverted Dirichlet Components
نویسندگان
چکیده
منابع مشابه
Exact and approximate distributions for the product of Dirichlet components
It is well known that X/(X -f Y) has the beta distribution when X and Y follow the Dirichlet distribution. Linear combinations of the form aX + pY have also been studied in Provost and Cheong [24]. In this paper, we derive the exact distribution of the product P = XY (involving the Gauss hypergeometric function) and the corresponding moment properties. We also propose an approximation and show ...
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چکیده ندارد.
15 صفحه اولExact Tail Asymptotics of Dirichlet Distributions
Abstract: Let X be a generalised symmetrised Dirichlet random vector inIR, k ≥ 2, and let tn ∈IRk, n ≥ 1 be such that limn→∞ P {X > tn} = 0. In this paper we derive an exact asymptotic expansion of P {X > tn} as n → ∞, assuming that the associated random radius of X has distribution function in the Gumbel max-domain of attraction.
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ژورنال
عنوان ژورنال: JOURNAL OF THE JAPAN STATISTICAL SOCIETY
سال: 2006
ISSN: 1348-6365,1882-2754
DOI: 10.14490/jjss.36.225