In this paper, we prove an asymptotic expansion for the ratio of the Dirichlet density to the multivariate normal density with the same mean and covariance matrix. The expansion is then used to derive an upper bound on the total variation between the corresponding probability measures. Other potential applications are briefly discussed.
翻译:在本文中,我们用相同的中值和共变量矩阵,证明德里奇特密度与多变量正常密度之比的无症状扩张。然后,扩展用于获得相应概率计量之间总变化的上限。将简要讨论其他潜在应用。