SOME PARAMETRIC MODELS ON THE SIMPLEX

被引：110

作者：

BARNDORFFNIELSEN, OE ^{[1
]}

JORGENSEN, B ^{[1
]}

机构：

[1] INST MATEMATICA PURA & APLICADA,BR-2000 RIO DE JANEIRO,BRAZIL

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1991年 / 39卷 / 01期

关键词：

CHI-SQUARED DECOMPOSITIONS; COMPOSITIONAL DATA; DIRICHLET DISTRIBUTION; EXPONENTIAL MODELS; GENERALIZED INVERSE GAUSSIAN DISTRIBUTION; INVERSE GAUSSIAN; DISTRIBUTION; RECIPROCAL INVERSE GAUSSIAN DISTRIBUTION;

D O I：

10.1016/0047-259X(91)90008-P

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A class of new parametric models on the unit simplex in Rm is introduced, the distributions in question being obtained as conditional distributions of m independent generalized inverse Gaussian random variables given their sum. The Dirichlet model occurs as a special case. Two other special cases, corresponding respectively to the inverse Gaussian model and the reciprocal inverse Gaussian model, are studied in some detail. In particular, several exact chi-squared decompositions are found. © 1991.

引用

页码：106 / 116

页数：11

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