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Properties of Noncentral Dirichlet Distributions |
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| Authors: | L.E. S nchez, D.K. Nagar,A.K. Gupta |
| Affiliation: | aDepartamento de Matemáticas, Universidad de Antioquia Calle 67, No. 53-108, Medellin, Colombia bDepartment of Mathematics and Statistics, Bowling Green State University Bowling Green, OH 43403-0221, USA |
| Abstract: | Let X1,…, Xr+1 be independent random variables, XiGa (ai, θ, δi), i = 1,…, r + 1. Define and Vi = Xi/Xr+1, i = 1,…, r. Then, (U1,…, Ur) and (V1,…, Vr) follow noncentral Dirichlet Type 1 and Type 2 distributions, respectively. In this article several properties of these distributions and their connections with the uniform, the noncentral multivariate-F and the noncentral multivariate-t distributions are discussed. |
| Keywords: | Asymptotic Confluent hypergeometric function Beta distribution Dirichlet distribution Noncentral Transformation |
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