The skew-normal distribution on the simplex

被引：14
|
作者：
Mateu-Figueras, Gloria [1 ]
Pawlowsky-Glahn, Vera [1 ]
机构：
[1] Univ Girona, Dept Comp Sci & Appl Math, E-17071 Girona, Spain
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2007年 / 36卷 / 9-12期
关键词：
Aitchison geometry; constrained sample space; random composition;
D O I：
10.1080/03610920601126258
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Density functions on the simplex defined with respect to the Lebesgue measure can change from unimodality to multimodality with perturbation. This phenomenon is induced by the incompatibility of the Aitchison geometry and the Lebesgue measure. A Lebesgue-type measure, compatible with the algebraic geometric structure Of the simplex, is used here to define the skew-normal density on the simplex as the Radon-Nykodym derivative with respect to it. Similarities and differences between the densities obtained using the different measures are analyzed.
引用
收藏
页码：1787 / 1802
页数：16
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