Moment properties of the multivariate Dirichlet distributions

DOI10.1006/JMVA.2001.2016MaRDI QIDQ697477zbMATH OpenOpenAlexFDO

Authors Rameshwar D. Gupta, Donald Richards

Publication date 17 September 2002

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.2001.2016

zbMATH Keywords

characterizationsconfluent hypergeometric functionsGaussian hypergeometric functionsgeneralized power functionsLaplace transformsmultivariate beta distributionsmultivariate Dirichlet distributionsmultivariate gamma functionssymmetric conesWeyl fractional derivativesWishart distributionszonal polynomials

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate distribution of statistics (62H10)

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Cites work

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Cited in

(10)

• A formula on multivariate Dirichlet distributions
• An n-variate characterization of the gamma and the complex Wishart densities
• The Markov-Krein correspondence in several dimensions
• scientific article; zbMATH DE number 4048874 (Why is no real title available?)
• Moments and cumulants of the multivariate normal distribution
• scientific article; zbMATH DE number 2058068 (Why is no real title available?)
• An expectation formula for the multivariate Dirichlet distribution
• Dirichlet partition on symmetric matrices
• Use of moments in distribution theory: A multivariate case
• Characterization of the Dirichlet distribution on symmetric matrices

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