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Some parametric models on the simplex

Author

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  • Barndorff-Nielsen, O. E.
  • Jørgensen, B.

Abstract

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.

Suggested Citation

  • Barndorff-Nielsen, O. E. & Jørgensen, B., 1991. "Some parametric models on the simplex," Journal of Multivariate Analysis, Elsevier, vol. 39(1), pages 106-116, October.
    • Handle: RePEc:eee:jmvana:v:39:y:1991:i:1:p:106-116
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