Article ID Journal Published Year Pages File Type
1149609 Journal of Statistical Planning and Inference 2009 12 Pages PDF
Abstract
In this paper, we introduce a generalization of the Dirichlet distribution on symmetric matrices which represents the multivariate version of the Connor and Mosimann generalized real Dirichlet distribution. We establish some properties concerning this generalized distribution. We also extend to the matrix Dirichlet distribution a remarkable characterization established in the real case by Darroch and Ratcliff.
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Authors
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