Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1147648 | Journal of Statistical Planning and Inference | 2011 | 18 Pages |
Abstract
In the present paper we define and investigate a novel class of distributions on the simplex, termed normalized infinitely divisible distributions, which includes the Dirichlet distribution. Distributional properties and general moment formulae are derived. Particular attention is devoted to special cases of normalized infinitely divisible distributions which lead to explicit expressions. As a by-product new distributions over the unit interval and a generalization of the Bessel function distribution are obtained.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Stefano Favaro, Georgia Hadjicharalambous, Igor Prünster,