On the Dirichlet distributions on symmetric matrices |
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Authors: | Mohamed Ben Farah Abdelhamid Hassairi |
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Affiliation: | Laboratory of Probability and Statistics, Sfax University, B.P.802, Sfax, Tunisia |
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Abstract: | In this paper, we introduce a generalization of the Dirichlet distribution on symmetric matrices which represents the multivariate version of the Connor and Mosimann generalized real Dirichlet distribution. We establish some properties concerning this generalized distribution. We also extend to the matrix Dirichlet distribution a remarkable characterization established in the real case by Darroch and Ratcliff. |
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Keywords: | Wishart distribution Beta distribution Dirichlet distribution Spherical Fourier transform |
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