Abstract
We define a class of distributions, containing the classical Dirichlet and Liouville distributions, in which the random variables take values in a locally compact Abelian group or semigroup. These generalizations retain many properties of the Dirichlet and Liouville distributions, including properties of the marginal and conditional distributions and regression functions. We present a number of examples illustrating the general theory.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 1-17 |
| Number of pages | 17 |
| Journal | Journal of Multivariate Analysis |
| Volume | 54 |
| Issue number | 1 |
| DOIs | |
| State | Published - Jul 1995 |
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Numerical Analysis
- Statistics, Probability and Uncertainty