Maximum likelihood estimation of dirichlet distributions

1 July 1989

journal article
research article
Published by Taylor & Francis in Journal of Statistical Computation and Simulation

Vol. 32 (4) , 215-221
https://doi.org/10.1080/00949658908811178

Abstract

Global concavity of the likelihood function is proved by means of an inequality involving the trigamma function. The computation of maximum likelihood estimates is discussed.

Keywords

DIRICHLET DISTRIBUTION
GLOBAL CONCAVITY OF LIKELIHOOD FUNCTION
INEQUALITIES INVOLVING DIGAMMA FUNCTION AND TRIGAMMA FUNCTION

This publication has 3 references indexed in Scilit:

On the curvature of the trigamma function
Journal of Computational and Applied Mathematics, 1986
Computation of the polygamma functions
Communications in Statistics - Simulation and Computation, 1984
The Statistical Analysis of Compositional Data
Journal of the Royal Statistical Society Series B: Statistical Methodology, 1982