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Dirichlet partition on symmetric matrices

Author

Listed:
  • M. Ghorbel

    (Université de Sfax
    Université de Paris 13)

  • M. Farah

    (Université de Sfax)

Abstract

In this work, we study the Dirichlet partition on symmetric matrices. For this, we give some main properties of the Dirichlet distribution. Next, the result of Huillet and Martinez (2003) which gives a remarkable representation of the mean expected value of many functionals of Dirichlet distributions in terms of the mean of independent gamma random variables will be extended on positive definite symmetric matrices.

Suggested Citation

  • M. Ghorbel & M. Farah, 2015. "Dirichlet partition on symmetric matrices," Indian Journal of Pure and Applied Mathematics, Springer, vol. 46(1), pages 73-83, February.
    • Handle: RePEc:spr:indpam:v:46:y:2015:i:1:d:10.1007_s13226-015-0109-8
    DOI: 10.1007/s13226-015-0109-8
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    References listed on IDEAS

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    1. Thierry Huillet, 2005. "Unordered and ordered sample from dirichlet distribution," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(3), pages 597-616, September.
    2. Letac, Gérard & Massam, Hélène & Richards, Donald, 2001. "An Expectation Formula for the Multivariate Dirichlet Distribution," Journal of Multivariate Analysis, Elsevier, vol. 77(1), pages 117-137, April.
    3. Thierry Huillet & Servet Martinez, 2003. "Sampling from Finite Random Partitions," Methodology and Computing in Applied Probability, Springer, vol. 5(4), pages 467-492, December.
    4. Peter C.B. Phillips, 1988. "The Characteristic Function of the Dirichlet and Multivariate F Distributions," Cowles Foundation Discussion Papers 865, Cowles Foundation for Research in Economics, Yale University.
    Full references (including those not matched with items on IDEAS)

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