Dirchlet vectors conditioned on inner product being equal
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Assuming that $X_1, X_2 in mathbbR^n$ are two Dirichlet vectors with parameters $alpha, beta in mathbbR^n$ i.e,
$$ X_1 sim operatornameDirichlet(alpha), X_2 sim operatornameDirichlet(beta)$$
For Dirichlet vectors,$E[X1] = fracalphaalpha^Tmathbb1,~ E[X2] = fracbetabeta^Tmathbb1 $.
Let $V in mathbbR^n$ be a random vector and we know that $V^TX_1 = V^TX_2$. Conditioned on this, what is the expectation of $X_1$ and $X_2$?
Any help is greatly appreciated. Thanks.
probability conditional-expectation orthogonality
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up vote
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down vote
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Assuming that $X_1, X_2 in mathbbR^n$ are two Dirichlet vectors with parameters $alpha, beta in mathbbR^n$ i.e,
$$ X_1 sim operatornameDirichlet(alpha), X_2 sim operatornameDirichlet(beta)$$
For Dirichlet vectors,$E[X1] = fracalphaalpha^Tmathbb1,~ E[X2] = fracbetabeta^Tmathbb1 $.
Let $V in mathbbR^n$ be a random vector and we know that $V^TX_1 = V^TX_2$. Conditioned on this, what is the expectation of $X_1$ and $X_2$?
Any help is greatly appreciated. Thanks.
probability conditional-expectation orthogonality
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up vote
0
down vote
favorite
up vote
0
down vote
favorite
Assuming that $X_1, X_2 in mathbbR^n$ are two Dirichlet vectors with parameters $alpha, beta in mathbbR^n$ i.e,
$$ X_1 sim operatornameDirichlet(alpha), X_2 sim operatornameDirichlet(beta)$$
For Dirichlet vectors,$E[X1] = fracalphaalpha^Tmathbb1,~ E[X2] = fracbetabeta^Tmathbb1 $.
Let $V in mathbbR^n$ be a random vector and we know that $V^TX_1 = V^TX_2$. Conditioned on this, what is the expectation of $X_1$ and $X_2$?
Any help is greatly appreciated. Thanks.
probability conditional-expectation orthogonality
Assuming that $X_1, X_2 in mathbbR^n$ are two Dirichlet vectors with parameters $alpha, beta in mathbbR^n$ i.e,
$$ X_1 sim operatornameDirichlet(alpha), X_2 sim operatornameDirichlet(beta)$$
For Dirichlet vectors,$E[X1] = fracalphaalpha^Tmathbb1,~ E[X2] = fracbetabeta^Tmathbb1 $.
Let $V in mathbbR^n$ be a random vector and we know that $V^TX_1 = V^TX_2$. Conditioned on this, what is the expectation of $X_1$ and $X_2$?
Any help is greatly appreciated. Thanks.
probability conditional-expectation orthogonality
edited Aug 2 at 17:40
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asked Aug 2 at 16:12
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