Components in random compositions can never be stochastically independent, so the traditional concept of independence has to be changed with a compositional framework (Aitchison (1986)). The aim of this paper is to analyze the feasibility of Chayes’ approximation (Chayes (1960)) in testing some forms of compositional independence between a couple of Flexible Dirichlet distribution components (Ongaro et al. (2008)). The only case of strict independence for a Flexible Dirichlet composition is possible when this kind of distribution coincides with the Dirichlet one. Some Monte Carlo simulations have been hereby provided in order to show whether the Chayes’ approximation testing “null correlation” can work or not in presence of specific parametric configurations.

Monti, G. (2009). Analysis of correlation among components of a Flexible Dirichlet Distribution. In S.Co. 2009, 6th Conference, Complex Models and Computational Intensive Methods for Estimation and Prediction, Milano, 14-16/09/2009, Proceedings, 217-222, Maggioli Ed., Santarcangelo di Romagna (RN).. Santarcangelo di Romagna (RN) : Maggioli Ed..

Analysis of correlation among components of a Flexible Dirichlet Distribution

MONTI, GIANNA SERAFINA
2009-09-14

Abstract

Components in random compositions can never be stochastically independent, so the traditional concept of independence has to be changed with a compositional framework (Aitchison (1986)). The aim of this paper is to analyze the feasibility of Chayes’ approximation (Chayes (1960)) in testing some forms of compositional independence between a couple of Flexible Dirichlet distribution components (Ongaro et al. (2008)). The only case of strict independence for a Flexible Dirichlet composition is possible when this kind of distribution coincides with the Dirichlet one. Some Monte Carlo simulations have been hereby provided in order to show whether the Chayes’ approximation testing “null correlation” can work or not in presence of specific parametric configurations.
slide + paper
Scientifica
compositional data, null correlation
English
S.Co.2009, Sixth Conference, Complex Models and Computational Intensive Methods for Estimation and Prediction
978-88-387-4385
http://mox.polimi.it/sco2009/
Monti, G. (2009). Analysis of correlation among components of a Flexible Dirichlet Distribution. In S.Co. 2009, 6th Conference, Complex Models and Computational Intensive Methods for Estimation and Prediction, Milano, 14-16/09/2009, Proceedings, 217-222, Maggioli Ed., Santarcangelo di Romagna (RN).. Santarcangelo di Romagna (RN) : Maggioli Ed..
Monti, G
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/10281/8539
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