An Interesting Extension of the Dirichlet Model
Tóm tắt
A k variable integral is introduced, which will produce the total integral eqivalent to the total integral in a
$$(k-1)$$
-variate type-1 Dirichlet integral. Hence this author calls the new integral as type-1 pseudo Dirchilet integral. A statistical density is introduced based on this pseudo Dirichlet integral, which will be called the type-1 pseudo Dirichlet density. Marginal densities, moments and other properties are studied. Then several transformations are considered which will give different forms of the type-1 pseudo Dirichlet density. Then the corresponding real matrix-variate situation is studied and the real matrix-variate type-1 pseudo Dirichlet density is introduced. Several transformations in the matrix-variate case are also discussed which will give different representations of the proposed density and finally leading to a real type-1 Dirichlet density.
Tài liệu tham khảo
Mathai AM (1997) Jacobians of matrix transformations and functions of matrix argument. World Scientific Publishing, New York
Mathai AM (2003) Order statistics from a logistic distribution and applications to survival & reliability analysis. IEEE Trans Reliab 52(2):200–206
Mathai AM, Provost SB, Hayakawa T (1995) Bilinear forms and zonal polynomials. Springer, New York Lecture Notes
Thomas S, Mathai AM (2008) On a matrix-variate generalized type-2 Dirichlet density. Adv Appl Stat 8(1):37–56