A truncated bivariate inverted Dirichlet distribution

A truncated version of the bivariate inverted dirichlet distribution is introduced. Unlike the inverted dirichlet distribution, this possesses finite moments of all orders and could therefore be a better model for certain practical situations. One such situation is discussed. The moments, maximum li...

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Bibliographic Details
Main Author:	Saralees Nadarajah
Format:	Article
Language:	English
Published:	University of Bologna 2013-05-01
Series:	Statistica
Online Access:	http://rivista-statistica.unibo.it/article/view/3506

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spelling	doaj-750df9f8089d432f9a97e64ff61df78f2020-11-24T21:45:56ZengUniversity of BolognaStatistica0390-590X1973-22012013-05-0167221322110.6092/issn.1973-2201/35063253A truncated bivariate inverted Dirichlet distributionSaralees Nadarajah0School of Mathematics - University of ManchesterA truncated version of the bivariate inverted dirichlet distribution is introduced. Unlike the inverted dirichlet distribution, this possesses finite moments of all orders and could therefore be a better model for certain practical situations. One such situation is discussed. The moments, maximum likelihood estimators and the Fisher information matrix for the truncated distribution are derived.http://rivista-statistica.unibo.it/article/view/3506
collection	DOAJ
language	English
format	Article
sources	DOAJ
author	Saralees Nadarajah
spellingShingle	Saralees Nadarajah A truncated bivariate inverted Dirichlet distribution Statistica
author_facet	Saralees Nadarajah
author_sort	Saralees Nadarajah
title	A truncated bivariate inverted Dirichlet distribution
title_short	A truncated bivariate inverted Dirichlet distribution
title_full	A truncated bivariate inverted Dirichlet distribution
title_fullStr	A truncated bivariate inverted Dirichlet distribution
title_full_unstemmed	A truncated bivariate inverted Dirichlet distribution
title_sort	truncated bivariate inverted dirichlet distribution
publisher	University of Bologna
series	Statistica
issn	0390-590X 1973-2201
publishDate	2013-05-01
description	A truncated version of the bivariate inverted dirichlet distribution is introduced. Unlike the inverted dirichlet distribution, this possesses finite moments of all orders and could therefore be a better model for certain practical situations. One such situation is discussed. The moments, maximum likelihood estimators and the Fisher information matrix for the truncated distribution are derived.
url	http://rivista-statistica.unibo.it/article/view/3506
work_keys_str_mv	AT saraleesnadarajah atruncatedbivariateinverteddirichletdistribution AT saraleesnadarajah truncatedbivariateinverteddirichletdistribution
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A truncated bivariate inverted Dirichlet distribution

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