Schl\"omilch integrals and probability distributions on the simplex
Probability
2022-11-03 v3 Classical Analysis and ODEs
Statistics Theory
Statistics Theory
Abstract
The Schl\"omilch integral, a generalization of the Dirichlet integral on the simplex, and related probability distributions are reviewed. A distribution that unifies several generalizations of the Dirichlet distribution is presented, with special cases including the scaled Dirichlet distribution and certain Dirichlet mixture distributions. Moments and log-ratio covariances are found, where tractable. The normalization of the distribution motivates a definition, in terms of a simplex integral representation, of complete homogeneous symmetric polynomials of fractional degree.
Cite
@article{arxiv.2201.11013,
title = {Schl\"omilch integrals and probability distributions on the simplex},
author = {David D. K. Chow},
journal= {arXiv preprint arXiv:2201.11013},
year = {2022}
}
Comments
30 pages; v2, v3: references added, minor changes