Is the Generalized Dirichlet distribution an exponential family? If so, what is its log-normalizer, sufficient statistics, and carrier measure?


1 Answer 1


Yes, it is an exponential family.

It has sufficient statistics: $\{\log(x_i)\}_i$ and $\{\log(1 - \sum_{j \le i}x_j)\}_i$.

It has zero carrier measure.

Its log-normalizer is $\sum_i B(\alpha_i, \beta_i)$ where the natural parameters that correspond to the above sufficient statistics are $\{\alpha_i-1\}_i$ and $\{\gamma_i\}_i$ with $\gamma_j=\beta_j-\alpha_{j+1}-\beta_{j+1}$.

After some work, I was able to implement the distribution here.


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