English

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.

Keywords

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

R2 v1 2026-06-24T09:03:54.561Z