About: Generalized Dirichlet distribution

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In statistics, the generalized Dirichlet distribution (GD) is a generalization of the Dirichlet distribution with a more general covariance structure and almost twice the number of parameters. Random vectors with a GD distribution are completely neutral . The density function of is where we define . Here denotes the Beta function. This reduces to the standard Dirichlet distribution if for ( is arbitrary). For example, if k=4, then the density function of is where and .

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  • In statistics, the generalized Dirichlet distribution (GD) is a generalization of the Dirichlet distribution with a more general covariance structure and almost twice the number of parameters. Random vectors with a GD distribution are completely neutral . The density function of is where we define . Here denotes the Beta function. This reduces to the standard Dirichlet distribution if for ( is arbitrary). For example, if k=4, then the density function of is where and . Connor and Mosimann define the PDF as they did for the following reason. Define random variables with . Then have the generalized Dirichlet distribution as parametrized above, if the are independent beta with parameters , . (en)
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  • In statistics, the generalized Dirichlet distribution (GD) is a generalization of the Dirichlet distribution with a more general covariance structure and almost twice the number of parameters. Random vectors with a GD distribution are completely neutral . The density function of is where we define . Here denotes the Beta function. This reduces to the standard Dirichlet distribution if for ( is arbitrary). For example, if k=4, then the density function of is where and . (en)
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  • Generalized Dirichlet distribution (en)
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