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A truncated bivariate inverted dirichlet distribution

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  • Saralees Nadarajah

Abstract

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.

Suggested Citation

  • Saralees Nadarajah, 2007. "A truncated bivariate inverted dirichlet distribution," Statistica, Department of Statistics, University of Bologna, vol. 67(2), pages 213-221.
    • Handle: RePEc:bot:rivsta:v:67:y:2007:i:2:p:213-221
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    Cited by:

    1. Raúl Alejandro Morán-Vásquez & Edwin Zarrazola & Daya K. Nagar, 2022. "Some Statistical Aspects of the Truncated Multivariate Skew- t Distribution," Mathematics, MDPI, vol. 10(15), pages 1-14, August.
    2. Raúl Alejandro Morán-Vásquez & Edwin Zarrazola & Daya K. Nagar, 2023. "Some Theoretical and Computational Aspects of the Truncated Multivariate Skew-Normal/Independent Distributions," Mathematics, MDPI, vol. 11(16), pages 1-16, August.
    3. Galarza, Christian E. & Matos, Larissa A. & Castro, Luis M. & Lachos, Victor H., 2022. "Moments of the doubly truncated selection elliptical distributions with emphasis on the unified multivariate skew-t distribution," Journal of Multivariate Analysis, Elsevier, vol. 189(C).
    4. Arismendi, J.C., 2013. "Multivariate truncated moments," Journal of Multivariate Analysis, Elsevier, vol. 117(C), pages 41-75.
    5. Roozegar, Roohollah & Balakrishnan, Narayanaswamy & Jamalizadeh, Ahad, 2020. "On moments of doubly truncated multivariate normal mean–variance mixture distributions with application to multivariate tail conditional expectation," Journal of Multivariate Analysis, Elsevier, vol. 177(C).

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