Related Distributions
If, for
then
and
Although the Xis are not independent from one another, they can be seen to be generated from a set of independent gamma random variables (see for proof). Unfortunately, since the sum is lost in forming X, it is not possible to recover the original gamma random variables from these values alone. Nevertheless, because independent random variables are simpler to work with, this reparametrization can still be useful for proofs about properties of the Dirichlet distribution.
Read more about this topic: Dirichlet Distribution
Famous quotes containing the word related:
“The custard is setting; meanwhile
I not only have my own history to worry about
But am forced to fret over insufficient details related to large
Unfinished concepts that can never bring themselves to the point
Of being, with or without my help, if any were forthcoming.”
—John Ashbery (b. 1927)