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A Generalization of the Dirichlet Distribution

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  • Hankin, Robin K. S.

Abstract

This paper discusses a generalization of the Dirichlet distribution, the 'hyperdirichlet', in which various types of incomplete observations may be incorporated. It is conjugate to the multinomial distribution when some observations are censored or grouped. The hyperdirichlet R package is introduced and examples given. A number of statistical tests are performed on the example datasets, which are drawn from diverse disciplines including sports statistics, the sociology of climate change, and psephology.

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  • Hankin, Robin K. S., 2010. "A Generalization of the Dirichlet Distribution," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 33(i11).
    • Handle: RePEc:jss:jstsof:v:033:i11
    DOI: http://hdl.handle.net/10.18637/jss.v033.i11
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    References listed on IDEAS

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    1. West, Luke J. & Hankin, Robin K. S., 2008. "Exact Tests for Two-Way Contingency Tables with Structural Zeros," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 28(i11).
    2. Evans, Michael & Swartz, Timothy, 2000. "Approximating Integrals via Monte Carlo and Deterministic Methods," OUP Catalogue, Oxford University Press, number 9780198502784.
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    Cited by:

    1. Fadlalla Elfadaly & Paul Garthwaite, 2013. "Eliciting Dirichlet and Connor–Mosimann prior distributions for multinomial models," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(4), pages 628-646, November.
    2. Simon Byrne & Mark Girolami, 2013. "Geodesic Monte Carlo on Embedded Manifolds," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(4), pages 825-845, December.
    3. Hankin, Robin K.S., 2020. "A generalization of the Bradley–Terry model for draws in chess with an application to collusion," Journal of Economic Behavior & Organization, Elsevier, vol. 180(C), pages 325-333.

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