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About: Generalized Dirichlet distribution     Goto   Sponge   NotDistinct   Permalink

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Type: yago:WikicatContinuousDistributionsyago:Abstraction100002137yago:Arrangement105726596yago:Cognition100023271yago:Distribution105729036yago:PsychologicalFeature100023100yago:Structure105726345yago:WikicatProbabilityDistributions New Facet based on Instances of this Class

In statistics, the generalized Dirichlet distribution (GD) is a generalization of the Dirichlet distribution with a more general covariance structure and almost twice the number of parameters. Random vectors with a GD distribution are completely neutral . The density function of is where we define . Here denotes the Beta function. This reduces to the standard Dirichlet distribution if for ( is arbitrary). For example, if k=4, then the density function of is where and .