นี่คือการศึกษาในการวิเคราะห์ข้อมูลองค์ประกอบมีหนังสือโดย Aitchison: การวิเคราะห์ทางสถิติของ Compositional ข้อมูล
Sn={(x1,…,xn+1)∈Rn+1:x1>0,…,xn+1>0,∑i=1n+1xi=1}.
Note that we use the index n to indicate dimension! Define the geometric mean of an element of the simplex, x as x~. Then we can define the logratio transformation (introduced by Aitchison) as x=(x1,…,xn+1)↦(log(x1/x~),…,log(xn/x~). This transformation is onto Rn, so have an inverse which I leave to you to calculate (There are also other versions of this transformation that can be used, which has maybe better mathematical properties, more about that later).
Now you can take a normal (or whatever) distribution defined on Rn and use this inverse transformation to define a distribution on the simplex. The possibilities are limitless, for each and every multivariate distribution on Rn we get a distribution on the simplex.
I will augment this post later with some examples, and more details on log-ratio transforms.