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A distribution on the simplex arising from inverted chi-square random variables with odd degrees of freedom

机译:来自奇数自由度的倒进的Chi-Square随机变量引起的单纯形的分布

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摘要

We consider the random variables Z(i) = beta Y-2(i)i/Sigma(m)(k=1) beta Y-2(k)k where Y-i, i = 1..., m are independent inverted chi-square r.v. with nu(i) degrees of freedom. The probability density function of Z = (Z(1), Z(2), ...Z(m)) is obtained. When nu(i); i = 1..., m are odd, it is shown how to obtain in a fairly easy way a closed form expression for the expectation of log (Sigma(m)(k=1) beta Y-2(k)k). Differentiating this expression with respect to the beta(i), one can find the moments of the random variables Z(i). For the particular case of odd degrees of freedom, closed form expressions for the pdf of the univariate and multivariate marginal distributions of Z are also derived. The distribution of Z may be an alternative to the Dirichlet distribution for modeling compositional data.
机译:我们考虑随机变量z(i)=βy-2(i)I / sigma(m)(k = 1)βy-2(k)k,其中yi,i = 1 ...,m是独立反转的Chi-Square RV用nu(i)自由度。获得z =(z(1),z(2),... z(m))的概率密度函数。当nu(i); i = 1 ...,m是奇数,它显示了如何以相当容易的方式获得闭合形式表达式的日志(sigma(m)(k = 1)βy-2(k)k) 。将这种表达与β(I)的区分开来,可以找到随机变量Z(i)的瞬间。对于奇数自由度的特定情况,还导出了Z的单变量和多变量和多变量边际分布的PDF的闭合形式表达。 Z的分布可以是用于模拟组成数据的Dirichlet分布的替代品。

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