Generalized symmetrized dirichlet distributions |
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Authors: | Kaitai Fang Biqi Fang |
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Institution: | (1) Institute of Applied Mathematics, Academia Sinica, China |
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Abstract: | In this paper we introduce a family of multivariate distributions, which consists of scale mixtures of symmetrized Dirichlet distributions. This family is a symmetrization of multivariate Liouville distributions and contains the well-known spherically symmetric distributions as a special case. The basic properties of this family such as stochastic representation, probability density functions, marginal and conditional distributions and components' independence are studied. A criterion of the invariance of statistics is also given. |
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