The stochastic linear combination of Dirichlet distributions
Hazhir Homei · Communication in Statistics- Theory and Methods · 2019
Generalizing [Homei H., and S. Nadarajah. 2018. On products and mixed sums of gamma and beta random variables motivated by availability. Methodology and Computing in Applied Probability 20:799–810] stochastic linear combinations of some random vectors are studied where the distribution of the random vectors and the joint distribution of their coefficients have Dirichlet distributions. A method is provided for calculating the distribution of these combinations which has been studied before by some authors. Our main result is a generalization of some existing results with a simpler proof.