A Novel Approach to Handling the Non-Central Dirichlet Distribution
Abstract
In the present paper new insights into the study of the Non-central Dirichlet distribution are provided. This latter is the analogue of the Dirichlet distribution obtained by replacing the Chi-Squared random variables involved in its definition by as many non-central ones. Specifically, a novel approach to tackling the analysis of this model is introduced based on a simple conditional density together with a suitable transposition into the non-central framework of a characterizing property of independent Chi-Squared random variables. This approach thus enables to remedy the undeniable mathematical complexity of the joint density function of such distribution by paving the way towards achieving a new attractive stochastic representation as well as a surprisingly simple closed-form expression for its mixed raw moments.
Keywords
Cite
@article{arxiv.2108.08947,
title = {A Novel Approach to Handling the Non-Central Dirichlet Distribution},
author = {Carlo Orsi},
journal= {arXiv preprint arXiv:2108.08947},
year = {2021}
}
Comments
Submitted to an unspecified peer-reviewed journal. arXiv admin note: text overlap with arXiv:2107.14392