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What happens when one of the concentration parameters of a Dirichlet distribution tends to zero?



Announcing the arrival of Valued Associate #679: Cesar Manara
Planned maintenance scheduled April 23, 2019 at 23:30 UTC (7:30pm US/Eastern)Joint distribution function of $X$(discrete) and $Y$(continuous)Show multivariate Beta integrates to 1Selection of Dirichlet parametersDifference in pdf formula between Dirichlet and Multinomial distributionsCan you suggest a method to generate random sample from following PDF?Expectation of the inverse of a linear function of the Dirichlet distributionExpectation of Log Sum Dirichlet Random variables and Inference in Logistic RegressionFinding marginal PDF of the followingThe CDF of multiple order statisticsHow to normalize Dirichlet distribution?










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$begingroup$


If I have a dirichlet distribution with parameter $alpha in mathbbR^k = [alpha_1, alpha_2, cdots, alpha_k]$, and then I set the component $alpha_k$ to $epsilon$. As I decrease $epsilon$, will this pdf approximate the pdf of a dirichlet distribution with parameters $[alpha_1, alpha_2, cdots, alpha_k-1]$? That is, ignoring the last dimension of the samples from $textDir([alpha_1, alpha_2, cdots, alpha_k-1, epsilon])$, will they follow approximately the same distribution as samples from $textDir([alpha_1, alpha_2, cdots, alpha_k-1])$




My progress so far:



As a sanity check I started with simulations using Numpy. Sampling from $textDir([alpha_1, alpha_2, cdots, alpha_k-1, 10^-10])$ and $textDir([alpha_1, alpha_2, cdots, alpha_k-1])$ seems very similar indeed.



Then I've tried substituting the new $([alpha_1, alpha_2, cdots, alpha_k-1, epsilon])$ vector into the expression for the PDF of the Dirichlet distribution. The resulting expression seems very similar to the PDF of Dir$([alpha_1, alpha_2, cdots, alpha_k-1])$, but it's being multiplied by $frac1x_kcdotGamma(epsilon)$. As $epsilon$ decreases the whole expression tends to zero. Not really sure how to proceed from here.










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$endgroup$
















    0












    $begingroup$


    If I have a dirichlet distribution with parameter $alpha in mathbbR^k = [alpha_1, alpha_2, cdots, alpha_k]$, and then I set the component $alpha_k$ to $epsilon$. As I decrease $epsilon$, will this pdf approximate the pdf of a dirichlet distribution with parameters $[alpha_1, alpha_2, cdots, alpha_k-1]$? That is, ignoring the last dimension of the samples from $textDir([alpha_1, alpha_2, cdots, alpha_k-1, epsilon])$, will they follow approximately the same distribution as samples from $textDir([alpha_1, alpha_2, cdots, alpha_k-1])$




    My progress so far:



    As a sanity check I started with simulations using Numpy. Sampling from $textDir([alpha_1, alpha_2, cdots, alpha_k-1, 10^-10])$ and $textDir([alpha_1, alpha_2, cdots, alpha_k-1])$ seems very similar indeed.



    Then I've tried substituting the new $([alpha_1, alpha_2, cdots, alpha_k-1, epsilon])$ vector into the expression for the PDF of the Dirichlet distribution. The resulting expression seems very similar to the PDF of Dir$([alpha_1, alpha_2, cdots, alpha_k-1])$, but it's being multiplied by $frac1x_kcdotGamma(epsilon)$. As $epsilon$ decreases the whole expression tends to zero. Not really sure how to proceed from here.










    share|cite|improve this question









    $endgroup$














      0












      0








      0





      $begingroup$


      If I have a dirichlet distribution with parameter $alpha in mathbbR^k = [alpha_1, alpha_2, cdots, alpha_k]$, and then I set the component $alpha_k$ to $epsilon$. As I decrease $epsilon$, will this pdf approximate the pdf of a dirichlet distribution with parameters $[alpha_1, alpha_2, cdots, alpha_k-1]$? That is, ignoring the last dimension of the samples from $textDir([alpha_1, alpha_2, cdots, alpha_k-1, epsilon])$, will they follow approximately the same distribution as samples from $textDir([alpha_1, alpha_2, cdots, alpha_k-1])$




      My progress so far:



      As a sanity check I started with simulations using Numpy. Sampling from $textDir([alpha_1, alpha_2, cdots, alpha_k-1, 10^-10])$ and $textDir([alpha_1, alpha_2, cdots, alpha_k-1])$ seems very similar indeed.



      Then I've tried substituting the new $([alpha_1, alpha_2, cdots, alpha_k-1, epsilon])$ vector into the expression for the PDF of the Dirichlet distribution. The resulting expression seems very similar to the PDF of Dir$([alpha_1, alpha_2, cdots, alpha_k-1])$, but it's being multiplied by $frac1x_kcdotGamma(epsilon)$. As $epsilon$ decreases the whole expression tends to zero. Not really sure how to proceed from here.










      share|cite|improve this question









      $endgroup$




      If I have a dirichlet distribution with parameter $alpha in mathbbR^k = [alpha_1, alpha_2, cdots, alpha_k]$, and then I set the component $alpha_k$ to $epsilon$. As I decrease $epsilon$, will this pdf approximate the pdf of a dirichlet distribution with parameters $[alpha_1, alpha_2, cdots, alpha_k-1]$? That is, ignoring the last dimension of the samples from $textDir([alpha_1, alpha_2, cdots, alpha_k-1, epsilon])$, will they follow approximately the same distribution as samples from $textDir([alpha_1, alpha_2, cdots, alpha_k-1])$




      My progress so far:



      As a sanity check I started with simulations using Numpy. Sampling from $textDir([alpha_1, alpha_2, cdots, alpha_k-1, 10^-10])$ and $textDir([alpha_1, alpha_2, cdots, alpha_k-1])$ seems very similar indeed.



      Then I've tried substituting the new $([alpha_1, alpha_2, cdots, alpha_k-1, epsilon])$ vector into the expression for the PDF of the Dirichlet distribution. The resulting expression seems very similar to the PDF of Dir$([alpha_1, alpha_2, cdots, alpha_k-1])$, but it's being multiplied by $frac1x_kcdotGamma(epsilon)$. As $epsilon$ decreases the whole expression tends to zero. Not really sure how to proceed from here.







      probability probability-distributions






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      asked Apr 2 at 9:19









      JLaganaJLagana

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