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Neutral vector

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36:
amongst its elements. In particular, when elements of the random vector must add up to certain sum, then an element in the vector is neutral with respect to the others if the distribution of the vector created by expressing the remaining elements as proportions of their total is independent of the
924: 1284: 582: 1375: 728: 1112: 431: 1025: 129: 284: 224: 1104: 720: 666: 1055: 954: 612: 419: 388: 341: 314: 160: 70: 1395: 361: 1492: 1497: 1304: 919:{\displaystyle X_{1,2}^{*}=\left({\frac {X_{3}}{1-X_{1}-X_{2}}},{\frac {X_{4}}{1-X_{1}-X_{2}}},\ldots ,{\frac {X_{k}}{1-X_{1}-X_{2}}}\right).} 1279:{\displaystyle X_{1,\ldots ,j}^{*}=\left({\frac {X_{j+1}}{1-X_{1}-\cdots -X_{j}}},\ldots ,{\frac {X_{k}}{1-X_{1}-\cdots -X_{j}}}\right).} 1426:
Connor, R. J.; Mosimann, J. E. (1969). "Concepts of Independence for Proportions with a Generalization of the Dirichlet Distribution".
1406: 316:
are interpreted as lengths whose sum is unity. In a variety of contexts, it is often desirable to eliminate a proportion, say
1397:
is completely neutral. In 1980, James and Mosimann showed that the Dirichlet distribution is characterised by neutrality.
577:{\displaystyle X_{1}^{*}=\left({\frac {X_{2}}{1-X_{1}}},{\frac {X_{3}}{1-X_{1}}},\ldots ,{\frac {X_{k}}{1-X_{1}}}\right).} 959: 422: 75: 33: 343:, and consider the distribution of the remaining intervals within the remaining length. The first element of 235: 171: 1060: 21: 671: 617: 1466: 1435: 1033: 932: 590: 397: 366: 319: 292: 138: 48: 29: 1380: 346: 1486: 17: 1471: 1454: 1455:"A new characterization of the Dirichlet distribution through neutrality" 1370:{\displaystyle X=(X_{1},\ldots ,X_{K})\sim \operatorname {Dir} (\alpha )} 1439: 135:
proportions of all the other elements are independent of
1383: 1307: 1115: 1063: 1036: 962: 935: 731: 674: 620: 593: 434: 400: 369: 349: 322: 295: 238: 174: 141: 78: 51: 668:is independent of the remaining interval: that is, 165:Formally, consider the vector of random variables 1389: 1369: 1278: 1098: 1049: 1019: 948: 918: 714: 660: 606: 576: 413: 382: 355: 335: 308: 278: 218: 154: 123: 64: 1428:Journal of the American Statistical Association 1294:A vector for which each element is neutral is 1377:is drawn from a Dirichlet distribution, then 1020:{\displaystyle Y=(X_{2},X_{3},\ldots ,X_{k})} 8: 32:is one that exhibits a particular type of 1470: 1453:James, Ian R.; Mosimann, James E (1980). 1382: 1340: 1321: 1306: 1259: 1240: 1223: 1217: 1199: 1180: 1157: 1151: 1137: 1120: 1114: 1084: 1068: 1062: 1041: 1035: 1008: 989: 976: 961: 940: 934: 899: 886: 869: 863: 845: 832: 815: 809: 797: 784: 767: 761: 747: 736: 730: 703: 685: 679: 673: 649: 631: 625: 619: 598: 592: 557: 540: 534: 516: 499: 493: 481: 464: 458: 444: 439: 433: 405: 399: 374: 368: 348: 327: 321: 300: 294: 264: 254: 243: 237: 207: 188: 173: 146: 140: 124:{\displaystyle X_{1},X_{2},\ldots ,X_{k}} 115: 96: 83: 77: 56: 50: 1418: 279:{\displaystyle \sum _{i=1}^{k}X_{i}=1.} 219:{\displaystyle X=(X_{1},\ldots ,X_{k})} 20:, and specifically in the study of the 7: 1099:{\displaystyle X_{1},\ldots X_{j-1}} 1493:Theory of probability distributions 1407:Generalized Dirichlet distribution 14: 1498:Independence (probability theory) 956:, viewed as the first element of 715:{\displaystyle X_{2}/(1-X_{1})} 661:{\displaystyle X_{2}/(1-X_{1})} 1364: 1358: 1346: 1314: 1014: 969: 709: 690: 655: 636: 213: 181: 1: 37:element that was omitted. 1514: 423:statistically independent 1459:The Annals of Statistics 34:statistical independence 1472:10.1214/aos/1176344900 1391: 1371: 1280: 1100: 1051: 1021: 950: 920: 722:being independent of 716: 662: 608: 578: 415: 384: 357: 337: 310: 280: 259: 220: 156: 125: 66: 22:Dirichlet distribution 1392: 1372: 1281: 1101: 1052: 1050:{\displaystyle X_{j}} 1030:In general, variable 1022: 951: 949:{\displaystyle X_{2}} 921: 717: 663: 609: 607:{\displaystyle X_{2}} 579: 416: 414:{\displaystyle X_{1}} 385: 383:{\displaystyle X_{1}} 358: 338: 336:{\displaystyle X_{1}} 311: 309:{\displaystyle X_{i}} 281: 239: 221: 157: 155:{\displaystyle X_{i}} 126: 67: 65:{\displaystyle X_{i}} 1381: 1305: 1113: 1061: 1034: 960: 933: 729: 672: 618: 591: 432: 398: 367: 347: 320: 293: 236: 172: 139: 76: 49: 1290:Complete neutrality 1142: 752: 449: 72:of a random vector 1387: 1367: 1296:completely neutral 1276: 1116: 1106:is independent of 1096: 1047: 1017: 946: 916: 732: 712: 658: 604: 574: 435: 411: 380: 353: 333: 306: 276: 216: 152: 131:is neutral if the 121: 62: 1390:{\displaystyle X} 1266: 1206: 906: 852: 804: 564: 523: 488: 356:{\displaystyle X} 45:A single element 1505: 1477: 1476: 1474: 1450: 1444: 1443: 1434:(325): 194–206. 1423: 1396: 1394: 1393: 1388: 1376: 1374: 1373: 1368: 1345: 1344: 1326: 1325: 1285: 1283: 1282: 1277: 1272: 1268: 1267: 1265: 1264: 1263: 1245: 1244: 1228: 1227: 1218: 1207: 1205: 1204: 1203: 1185: 1184: 1168: 1167: 1152: 1141: 1136: 1105: 1103: 1102: 1097: 1095: 1094: 1073: 1072: 1056: 1054: 1053: 1048: 1046: 1045: 1026: 1024: 1023: 1018: 1013: 1012: 994: 993: 981: 980: 955: 953: 952: 947: 945: 944: 925: 923: 922: 917: 912: 908: 907: 905: 904: 903: 891: 890: 874: 873: 864: 853: 851: 850: 849: 837: 836: 820: 819: 810: 805: 803: 802: 801: 789: 788: 772: 771: 762: 751: 746: 721: 719: 718: 713: 708: 707: 689: 684: 683: 667: 665: 664: 659: 654: 653: 635: 630: 629: 613: 611: 610: 605: 603: 602: 583: 581: 580: 575: 570: 566: 565: 563: 562: 561: 545: 544: 535: 524: 522: 521: 520: 504: 503: 494: 489: 487: 486: 485: 469: 468: 459: 448: 443: 420: 418: 417: 412: 410: 409: 389: 387: 386: 381: 379: 378: 362: 360: 359: 354: 342: 340: 339: 334: 332: 331: 315: 313: 312: 307: 305: 304: 285: 283: 282: 277: 269: 268: 258: 253: 225: 223: 222: 217: 212: 211: 193: 192: 161: 159: 158: 153: 151: 150: 130: 128: 127: 122: 120: 119: 101: 100: 88: 87: 71: 69: 68: 63: 61: 60: 30:random variables 1513: 1512: 1508: 1507: 1506: 1504: 1503: 1502: 1483: 1482: 1481: 1480: 1452: 1451: 1447: 1440:10.2307/2283728 1425: 1424: 1420: 1415: 1403: 1379: 1378: 1336: 1317: 1303: 1302: 1292: 1255: 1236: 1229: 1219: 1195: 1176: 1169: 1153: 1150: 1146: 1111: 1110: 1080: 1064: 1059: 1058: 1037: 1032: 1031: 1004: 985: 972: 958: 957: 936: 931: 930: 895: 882: 875: 865: 841: 828: 821: 811: 793: 780: 773: 763: 760: 756: 727: 726: 699: 675: 670: 669: 645: 621: 616: 615: 594: 589: 588: 553: 546: 536: 512: 505: 495: 477: 470: 460: 457: 453: 430: 429: 425:of the vector 401: 396: 395: 370: 365: 364: 345: 344: 323: 318: 317: 296: 291: 290: 260: 234: 233: 203: 184: 170: 169: 142: 137: 136: 111: 92: 79: 74: 73: 52: 47: 46: 43: 12: 11: 5: 1511: 1509: 1501: 1500: 1495: 1485: 1484: 1479: 1478: 1465:(1): 183–189. 1445: 1417: 1416: 1414: 1411: 1410: 1409: 1402: 1399: 1386: 1366: 1363: 1360: 1357: 1354: 1351: 1348: 1343: 1339: 1335: 1332: 1329: 1324: 1320: 1316: 1313: 1310: 1291: 1288: 1287: 1286: 1275: 1271: 1262: 1258: 1254: 1251: 1248: 1243: 1239: 1235: 1232: 1226: 1222: 1216: 1213: 1210: 1202: 1198: 1194: 1191: 1188: 1183: 1179: 1175: 1172: 1166: 1163: 1160: 1156: 1149: 1145: 1140: 1135: 1132: 1129: 1126: 1123: 1119: 1093: 1090: 1087: 1083: 1079: 1076: 1071: 1067: 1057:is neutral if 1044: 1040: 1027:, is neutral. 1016: 1011: 1007: 1003: 1000: 997: 992: 988: 984: 979: 975: 971: 968: 965: 943: 939: 927: 926: 915: 911: 902: 898: 894: 889: 885: 881: 878: 872: 868: 862: 859: 856: 848: 844: 840: 835: 831: 827: 824: 818: 814: 808: 800: 796: 792: 787: 783: 779: 776: 770: 766: 759: 755: 750: 745: 742: 739: 735: 711: 706: 702: 698: 695: 692: 688: 682: 678: 657: 652: 648: 644: 641: 638: 634: 628: 624: 614:is neutral if 601: 597: 585: 584: 573: 569: 560: 556: 552: 549: 543: 539: 533: 530: 527: 519: 515: 511: 508: 502: 498: 492: 484: 480: 476: 473: 467: 463: 456: 452: 447: 442: 438: 408: 404: 390:is defined as 377: 373: 352: 330: 326: 303: 299: 287: 286: 275: 272: 267: 263: 257: 252: 249: 246: 242: 227: 226: 215: 210: 206: 202: 199: 196: 191: 187: 183: 180: 177: 149: 145: 118: 114: 110: 107: 104: 99: 95: 91: 86: 82: 59: 55: 42: 39: 26:neutral vector 13: 10: 9: 6: 4: 3: 2: 1510: 1499: 1496: 1494: 1491: 1490: 1488: 1473: 1468: 1464: 1460: 1456: 1449: 1446: 1441: 1437: 1433: 1429: 1422: 1419: 1412: 1408: 1405: 1404: 1400: 1398: 1384: 1361: 1355: 1352: 1349: 1341: 1337: 1333: 1330: 1327: 1322: 1318: 1311: 1308: 1299: 1297: 1289: 1273: 1269: 1260: 1256: 1252: 1249: 1246: 1241: 1237: 1233: 1230: 1224: 1220: 1214: 1211: 1208: 1200: 1196: 1192: 1189: 1186: 1181: 1177: 1173: 1170: 1164: 1161: 1158: 1154: 1147: 1143: 1138: 1133: 1130: 1127: 1124: 1121: 1117: 1109: 1108: 1107: 1091: 1088: 1085: 1081: 1077: 1074: 1069: 1065: 1042: 1038: 1028: 1009: 1005: 1001: 998: 995: 990: 986: 982: 977: 973: 966: 963: 941: 937: 913: 909: 900: 896: 892: 887: 883: 879: 876: 870: 866: 860: 857: 854: 846: 842: 838: 833: 829: 825: 822: 816: 812: 806: 798: 794: 790: 785: 781: 777: 774: 768: 764: 757: 753: 748: 743: 740: 737: 733: 725: 724: 723: 704: 700: 696: 693: 686: 680: 676: 650: 646: 642: 639: 632: 626: 622: 599: 595: 571: 567: 558: 554: 550: 547: 541: 537: 531: 528: 525: 517: 513: 509: 506: 500: 496: 490: 482: 478: 474: 471: 465: 461: 454: 450: 445: 440: 436: 428: 427: 426: 424: 406: 402: 393: 375: 371: 350: 328: 324: 301: 297: 273: 270: 265: 261: 255: 250: 247: 244: 240: 232: 231: 230: 208: 204: 200: 197: 194: 189: 185: 178: 175: 168: 167: 166: 163: 147: 143: 134: 116: 112: 108: 105: 102: 97: 93: 89: 84: 80: 57: 53: 40: 38: 35: 31: 27: 23: 19: 1462: 1458: 1448: 1431: 1427: 1421: 1300: 1295: 1293: 1029: 928: 586: 391: 288: 228: 164: 132: 44: 25: 15: 289:The values 1487:Categories 1413:References 41:Definition 18:statistics 1362:α 1356:⁡ 1350:∼ 1331:… 1253:− 1250:⋯ 1247:− 1234:− 1212:… 1193:− 1190:⋯ 1187:− 1174:− 1139:∗ 1128:… 1089:− 1078:… 999:… 893:− 880:− 858:… 839:− 826:− 791:− 778:− 749:∗ 697:− 643:− 587:Variable 551:− 529:… 510:− 475:− 446:∗ 241:∑ 198:… 106:… 1401:See also 133:relative 392:neutral 363:, viz 229:where 929:Thus 24:, a 1467:doi 1436:doi 1353:Dir 1301:If 421:is 394:if 28:of 16:In 1489:: 1461:. 1457:. 1432:64 1430:. 1298:. 274:1. 162:. 1475:. 1469:: 1463:8 1442:. 1438:: 1385:X 1365:) 1359:( 1347:) 1342:K 1338:X 1334:, 1328:, 1323:1 1319:X 1315:( 1312:= 1309:X 1274:. 1270:) 1261:j 1257:X 1242:1 1238:X 1231:1 1225:k 1221:X 1215:, 1209:, 1201:j 1197:X 1182:1 1178:X 1171:1 1165:1 1162:+ 1159:j 1155:X 1148:( 1144:= 1134:j 1131:, 1125:, 1122:1 1118:X 1092:1 1086:j 1082:X 1075:, 1070:1 1066:X 1043:j 1039:X 1015:) 1010:k 1006:X 1002:, 996:, 991:3 987:X 983:, 978:2 974:X 970:( 967:= 964:Y 942:2 938:X 914:. 910:) 901:2 897:X 888:1 884:X 877:1 871:k 867:X 861:, 855:, 847:2 843:X 834:1 830:X 823:1 817:4 813:X 807:, 799:2 795:X 786:1 782:X 775:1 769:3 765:X 758:( 754:= 744:2 741:, 738:1 734:X 710:) 705:1 701:X 694:1 691:( 687:/ 681:2 677:X 656:) 651:1 647:X 640:1 637:( 633:/ 627:2 623:X 600:2 596:X 572:. 568:) 559:1 555:X 548:1 542:k 538:X 532:, 526:, 518:1 514:X 507:1 501:3 497:X 491:, 483:1 479:X 472:1 466:2 462:X 455:( 451:= 441:1 437:X 407:1 403:X 376:1 372:X 351:X 329:1 325:X 302:i 298:X 271:= 266:i 262:X 256:k 251:1 248:= 245:i 214:) 209:k 205:X 201:, 195:, 190:1 186:X 182:( 179:= 176:X 148:i 144:X 117:k 113:X 109:, 103:, 98:2 94:X 90:, 85:1 81:X 58:i 54:X

Index

statistics
Dirichlet distribution
random variables
statistical independence
statistically independent
Generalized Dirichlet distribution
doi
10.2307/2283728
"A new characterization of the Dirichlet distribution through neutrality"
doi
10.1214/aos/1176344900
Categories
Theory of probability distributions
Independence (probability theory)

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