A Distribution on the Simplex Arising from Inverted Chi-square Random Variables with Odd Degrees of Freedom

DOI10.1080/03610926.2019.1643481OpenAlexW2965474109MaRDI QIDQ5079454

José M. del Castillo

Publication date: 27 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2019.1643481

zbMATH Keywords

chi-square distributionDirichlet distributionBessel polynomialsinverted chi-square distribution

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• On a class of distributions on the simplex
• Modeling overdispersion with the normalized tempered stable distribution
• On an identity by Chaundy and Bullard. I
• Some parametric models on the simplex
• General exponential models on the unit simplex and related multivariate inverse Gaussian distributions
• Exact distribution of positive linear combinations of inverted chi-square random variables with odd degrees of freedom
• A generalization of the Dirichlet distribution
• Linearization coefficients of Bessel polynomials and properties of student \(t\)-distributions
• The Distribution of Linear Combinations of t-Variables
• A family of densities derived from the three-parameter Dirichlet process
• The Skew-Normal Distribution on the Simplex
• Hierarchical Mixture Modeling With Normalized Inverse-Gaussian Priors
• On the exact computation of the density and of the quantiles of linear combinations of \(t\) and \(F\) random variables

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