The shifted-scaled Dirichlet distribution in the simplex
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Inclou dades d'ús des de 2022
Cita com:
hdl:2117/366723
Tipus de documentText en actes de congrés
Data publicació2011
EditorCIMNE
Condicions d'accésAccés obert
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Abstract
Perturbation and powering are two operations in the simplex that define a vector-space structure.
Perturbation and powering in the simplex play the same role as the sum and product by
scalars in real space. A standard Dirichlet random composition can be shifted by perturbation, and
scaled powering by a real scalar. The obtained random composition has a shifted-scaled Dirichlet
distribution. The procedure is analogous to standardization of real random variables. The derived
distribution is a generalization of the Dirichlet one, and it is studied from a probabilistic point
of view. In the simplex, considered as an Euclidean space, the Aitchison measure is the natural
(Lebesgue type) measure, which is compatible with its operations and metrics. Therefore, a natural
way of describing the generalized (shifted-scaled) Dirichlet probability distributions is using probability
densities with respect to the Aitchison measure. This density representation is compared
with the traditional probability density with respect to the Lebesgue measure. In particular, the
center and variability for both representations are compared.
CitacióMonti, G.S. [et al.]. The shifted-scaled Dirichlet distribution in the simplex. A: CODAWORK 2011. "Proceedings of CoDaWork'11: 4th international workshop on Compositional Data Analysis, Egozcue, J.J., Tolosana-Delgado, R. and Ortego, M.I. (eds.) 2011". Barcelona: CIMNE, 2011, ISBN 978-84-87867-76-7.
ISBN978-84-87867-76-7
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