Some parametric models on the simplex

Ole Barndorff-Nielsen and B. Jørgensen

Journal of Multivariate Analysis, 1991, vol. 39, issue 1, 106-116

Abstract: A class of new parametric models on the unit simplex in Rm is introduced, the distributions in question being obtained as conditional distributions of m independent generalized inverse Gaussian random variables given their sum. The Dirichlet model occurs as a special case. Two other special cases, corresponding respectively to the inverse Gaussian model and the reciprocal inverse Gaussian model, are studied in some detail. In particular, several exact chi-squared decompositions are found.

Keywords: chi-squared; decompositions; compositional; data; Dirichlet; distribution; exponential; models; generalized; inverse; Gaussian; distribution; inverse; Gaussian; distribution; reciprocal; inverse; Gaussian; distribution (search for similar items in EconPapers)
Date: 1991
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Citations: View citations in EconPapers (22)

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