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Far East Journal of Theoretical Statistics

Far East Journal of Theoretical Statistics
Volume 54, Issue 5, Pages 463 - 476 (September 2018)
http://dx.doi.org/10.17654/TS054050463

ON THE LINEAR COMBINATION OF THE INVERTED DIRICHLET COMPONENTS

M. Ghorbel

Abstract:

The aim of the present paper is to extend results of Gupta and Nadarajah [4] by giving the exact distribution and the corresponding moment function of the linear combination where and has the inverted Dirichlet distribution with positive parameters and In addition, we treat the particular case where Here, we give approximation for this distribution and discuss its robustness.