Concepts of Independence for Proportions with a Generalization of the Dirichlet Distribution

Abstract Concepts of independence for nonnegative continuous random variables, X 1, …, Xk , subject to the constraint ΣXi = 1 are developed. These concepts provide a means of modeling random vectors of proportions which is useful in analyzing certain kinds of data; and which may be of interest in quantifying prior opinions about multinomial parameters. A generalization of the Dirichlet distribution is given, and its relation to the Dirichlet is simply indicated by means of the concepts. The concepts are used to obtain conclusions of biological interest for data on bone composition in rats and scute growth in turtles.