IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to save this article or follow this journal

Some properties of a generalized type-1 Dirichlet distribution

  • E.V. Mayamol
Registered author(s):

    This paper deals with a generalization of type-1 Dirichlet density by incorporatingpartial sums of the component variables. We study various proportions, structural decompositions, connections to random volumes and p-parallelotopes. We will also look into the regression function of xk on x1 ,..., xk-1 , Bayes’ estimates for the probabilities of a multinomial distribution by using this generalized Dirichlet model as the prior density are given. Other results illustrate the importance of the study of variable x1 in this model. It is found that the variable x1 in this model can be represented as the ratio of squares of volumes of two parallelotopes. Under certain conditions, x1 can be used to study the structural representations of the likelihood ratio criteria in MANOVA, MANCOVA etc.

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below under "Related research" whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    Article provided by Department of Statistics, University of Bologna in its journal STATISTICA.

    Volume (Year): 70 (2010)
    Issue (Month): 1 ()
    Pages: 95-111

    as
    in new window

    Handle: RePEc:bot:rivsta:v:70:y:2010:i:1:p:95-111
    Contact details of provider: Postal: Via Belle Arti, 41 - Bologna
    Phone: +39 0 51 209.82.01
    Fax: +39 0 51 23.21.53
    Web page: http://www.stat.unibo.it/
    Email:


    More information through EDIRC

    No references listed on IDEAS
    You can help add them by filling out this form.

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    When requesting a correction, please mention this item's handle: RePEc:bot:rivsta:v:70:y:2010:i:1:p:95-111. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Michele Costa)

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.