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Closure of beta and Dirichlet distributions under...
Journal article

Closure of beta and Dirichlet distributions under discrete mixing

Abstract

We identify a general approach to the construction of discrete mixtures of beta distributions that are themselves beta distributions, and explore a number of examples. The approach extends to discrete mixtures of transformed beta – so-called ‘beta- G ’ – distributions that are themselves beta- G distributions, and to discrete mixtures of Dirichlet distributions that are Dirichlet distributions. Along the way, we make novel observations …

Authors

Balakrishnan N; Jones MC

Journal

Statistics & Probability Letters, Vol. 188, ,

Publisher

Elsevier

Publication Date

September 2022

DOI

10.1016/j.spl.2022.109526

ISSN

0167-7152