Ted Harding wrote:
> 
> And, specifically (to take just 2 RVs X and Y), while U = X/(X+Y)
> and V = Y/(A+Y) are two RVs which summ to 1, the distribution of U
> is not the same as the distribution of X conditional on (X+Y = 1).
> 
This question appeared in October 2006, and the answer was
the Dirichlet distribution with parameters (1,1,1...1):

http://en.wikipedia.org/wiki/Dirichlet_distribution

It's the distribution of uniform U1, U2, ... Un with the
restriction that U1 + U2 + ... + Un = 1.

Alberto Monteiro

______________________________________________
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

Reply via email to