Moment properties of the multivariate Dirichlet distributions

DOI10.1006/jmva.2001.2016zbMath0995.62058OpenAlexW2092208443MaRDI QIDQ697477

Rameshwar D. Gupta, Donald St. P. Richards

Publication date: 17 September 2002

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.2001.2016

zbMATH Keywords

Laplace transformscharacterizationsmultivariate Dirichlet distributionssymmetric conesGaussian hypergeometric functionszonal polynomialsconfluent hypergeometric functionsWeyl fractional derivativesgeneralized power functionsWishart distributionsmultivariate gamma functionsmultivariate beta distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30)

Cites Work

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• The History of the Dirichlet and Liouville Distributions
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