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The History of the Dirichlet and Liouville Distributions
Author(s) -
Gupta Rameshwar D.,
Richards Donald St. P.
Publication year - 2001
Publication title -
international statistical review
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.051
H-Index - 54
eISSN - 1751-5823
pISSN - 0306-7734
DOI - 10.1111/j.1751-5823.2001.tb00468.x
Subject(s) - dirichlet distribution , mathematics , scrutiny , concentration parameter , latent dirichlet allocation , generalized dirichlet distribution , dirichlet integral , statistics , probability distribution , subject (documents) , statistical physics , econometrics , dirichlet series , mathematical analysis , physics , computer science , philosophy , topic model , information retrieval , theology , boundary value problem , library science
Summary The Dirichlet distributions have long been the subject of intense scrutiny in statistics and probability. Despite the enormous interest in, and wide‐ranging applications of, these distributions, little appears to be known about their history. In this article we review the development of the Dirichlet distributions and their companions, the Liouville distributions. After reviewing some integral formulas of Dirichlet and Liouville, we survey the theory and applications of these distributions in statistics.