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The Bernoulli structure of discrete distributions

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Abstract

Any discrete distribution with support on {0,,d}\{0,\ldots, d\} can be constructed as the distribution of sums of Bernoulli variables. We prove that the class of dd-dimensional Bernoulli variables X=(X1,,Xd)\boldsymbol{X}=(X_1,\ldots, X_d) whose sums i=1dXi\sum_{i=1}^dX_i have the same distribution pp is a convex polytope P(p)\mathcal{P}(p) and we analytically find its extremal points. Our main result is to prove that the Hausdorff measure of the polytopes P(p),pDd,\mathcal{P}(p), p\in \mathcal{D}_d, is a continuous function l(p)l(p) over Dd\mathcal{D}_d and it is the density of a finite measure μs\mu_s on Dd\mathcal{D}_d that is Hausdorff absolutely continuous. We also prove that the measure μs\mu_s normalized over the simplex D\mathcal{D} belongs to the class of Dirichlet distributions. We observe that the symmetric binomial distribution is the mean of the Dirichlet distribution on D\mathcal{D} and that when dd increases it converges to the mode.

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