Moment properties of the multivariate Dirichlet distributions

DOI10.1006/JMVA.2001.2016zbMATH Open0995.62058OpenAlexW2092208443MaRDI QIDQ697477FDOQ697477

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

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zbMATH Keywords

characterizationsconfluent hypergeometric functionsLaplace transformssymmetric conesWeyl fractional derivativesgeneralized power functionszonal polynomialsWishart distributionsmultivariate gamma functionsGaussian hypergeometric functionsmultivariate beta distributionsmultivariate Dirichlet distributions

Mathematics Subject Classification ID

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

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Cited In (8)

• Use of moments in distribution theory: A multivariate case
• An expectation formula for the multivariate Dirichlet distribution
• Title not available (Why is that?)
• Title not available (Why is that?)
• The Markov-Krein correspondence in several dimensions
• Dirichlet partition on symmetric matrices
• Characterization of the Dirichlet distribution on symmetric matrices
• Moments and cumulants of the multivariate normal distribution

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