Multivariate Liouville Distributions, IV

R. D. Gupta and D. S. P. Richards

Journal of Multivariate Analysis, 1995, vol. 54, issue 1, 1-17

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.

Date: 1995
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