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 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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Cites work

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• A transient random walk on stochastic matrices with Dirichlet distributions
• An expectation formula for the multivariate Dirichlet distribution
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• Multivariate Liouville distributions
• Multivariate Liouville distributions. IV
• Multivariate splines: a probabilistic perspective
• ON THE JOINT DISTRIBUTION OF THE CIRCULAR SERIAL CORRELATION COEFFICIENTS
• Random nested tetrahedra
• The History of the Dirichlet and Liouville Distributions
• The solution of Cauchy's problem for two totally hyperbolic linear differential equations by means of Riesz integrals
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Cited in

(8)

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

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