Dirichlet Distribution - Related Distributions

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:

    Generally there is no consistent evidence of significant differences in school achievement between children of working and nonworking mothers, but differences that do appear are often related to maternal satisfaction with her chosen role, and the quality of substitute care.
    Ruth E. Zambrana, U.S. researcher, M. Hurst, and R.L. Hite. “The Working Mother in Contemporary Perspectives: A Review of Literature,” Pediatrics (December 1979)