Convolution of Dirichlet Distributions
- From: "Francois Caron" <frcbox-net@xxxxxxxxx>
- Date: 15 Feb 2006 06:07:07 -0800
I consider a random time-varying probability vector alpha_t.
A markovian model is made on this probability vector such as:
p(alpha_t|alpha_ {t-1})=Dirichlet(beta*alpha_{t-1}) with beta a known
constant.
If alpha_t-1 is distributed from a Dirichlet distribution of parameter
gamma, I would like to find an analytic expression of the marginal pdf
p(alpha_t)=\int(p(alpha_t|alpha_ {t-1})p(alpha_t-1) d(alpha_t-1) )
i.e., to find the convolution of two dirichlet distributions.
Is p(alpha_t) still a Dirichlet, and, if so, with which parameters ?
Thank you in advance
.
- Follow-Ups:
- Re: Convolution of Dirichlet Distributions
- From: Stephen J. Herschkorn
- Re: Convolution of Dirichlet Distributions
- Prev by Date: Re: analysis def explanation
- Next by Date: Re: JSH: MAD fails
- Previous by thread: Number of 'small' partitions
- Next by thread: Re: Convolution of Dirichlet Distributions
- Index(es):
Relevant Pages
|