Title : ( Compositional Data Modeling through Dirichlet Innovations )
Authors: Seitebaleng Makgai , Andriette Bekker , Mohammad Arashi ,Access to full-text not allowed by authors
Abstract
The Dirichlet distribution is a well-known candidate in modeling compositional data sets. However, in the presence of outliers, the Dirichlet distribution fails to model such data sets, making other model extensions necessary. In this paper, the Kummer–Dirichlet distribution and the gamma distribution are coupled, using the beta-generating technique. This development results in the proposal of the Kummer–Dirichlet gamma distribution, which presents greater flexibility in modeling compositional data sets. Some general properties, such as the probability density functions and the moments are presented for this new candidate. The method of maximum likelihood is applied in the estimation of the parameters. The usefulness of this model is demonstrated through the application of synthetic and real data sets, where outliers are present.
Keywords
beta function; compositional data; Dirichlet distribution; gamma distribution; Kummer–Dirichlet; outliers@article{paperid:1086728,
author = {Seitebaleng Makgai and Andriette Bekker and Arashi, Mohammad},
title = {Compositional Data Modeling through Dirichlet Innovations},
journal = {Mathematics},
year = {2021},
volume = {9},
number = {19},
month = {October},
issn = {2227-7390},
pages = {2477--2477},
numpages = {0},
keywords = {beta function; compositional data; Dirichlet distribution; gamma distribution; Kummer–Dirichlet; outliers},
}
%0 Journal Article
%T Compositional Data Modeling through Dirichlet Innovations
%A Seitebaleng Makgai
%A Andriette Bekker
%A Arashi, Mohammad
%J Mathematics
%@ 2227-7390
%D 2021