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A fractional generalization of the Dirichlet distribution and related distributions
journal contribution
posted on 2023-06-09, 22:46 authored by Elvira Di Nardo, Federico Polito, Enrico ScalasThis paper is devoted to a fractional generalization of the Dirichlet distribution. The form of the multivariate distribution is derived assuming that the n partitions of the interval [0, Wn] are independent and identically distributed random variables following the generalized Mittag-Leffler distribution. The expected value and variance of the one-dimensional marginal are derived as well as the form of its probability density function. A related generalized Dirichlet distribution is studied that provides a reasonable approximation for some values of the parameters. The relation between this distribution and other generalizations of the Dirichlet distribution is discussed. Monte Carlo simulations of the one-dimensional marginals for both distributions are presented.
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Publication status
- Published
File Version
- Accepted version
Journal
Fractional Calculus and Applied AnalysisISSN
1311-0454Publisher
De GruyterExternal DOI
Issue
1Volume
24Page range
112-136Department affiliated with
- Mathematics Publications
Research groups affiliated with
- Probability and Statistics Research Group Publications
Notes
ArXiv link: https://arxiv.org/abs/2101.04481Full text available
- Yes
Peer reviewed?
- Yes
Legacy Posted Date
2021-01-15First Open Access (FOA) Date
2022-01-30First Compliant Deposit (FCD) Date
2021-01-14Usage metrics
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