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Characterization of the Dirichlet distribution on symmetric matrices

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  • Ben Farah, Mohamed
  • Hassairi, Abdelhamid

Abstract

A remarkable characterization result concerning the real-Dirichlet distribution says that if X1,...,Xq are real random variables, then (X1,...,Xq) has a Dirichlet joint distribution with parameters (p1,...,pq) if and only if, for all positive real numbers f1,...,fq,The aim of the present paper is to extend this characterization to the Dirichlet distributions on positive definite symmetric matrices defined in Letac et al. [2001. An expectation formula for the multivariate Dirichlet distribution. J. Multivariate Anal. 77, 117-137].

Suggested Citation

  • Ben Farah, Mohamed & Hassairi, Abdelhamid, 2007. "Characterization of the Dirichlet distribution on symmetric matrices," Statistics & Probability Letters, Elsevier, vol. 77(4), pages 357-364, February.
    • Handle: RePEc:eee:stapro:v:77:y:2007:i:4:p:357-364
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    References listed on IDEAS

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    1. Letac, Gérard & Massam, Hélène & Richards, Donald, 2001. "An Expectation Formula for the Multivariate Dirichlet Distribution," Journal of Multivariate Analysis, Elsevier, vol. 77(1), pages 117-137, April.
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