A bivariate beta distribution
β Scribed by Ingram Olkin; Ruixue Liu
- Publisher
- Elsevier Science
- Year
- 2003
- Tongue
- English
- Weight
- 415 KB
- Volume
- 62
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
β¦ Synopsis
The Dirichlet distribution is often used as a prior distribution for the parameters of a multinomial distribution. Because this distribution has support on the simplex 0 6 x i 6 1,
x i = 1, it does not serve as the prior for a correlated binomial distribution. We here present a bivariate beta distribution that has support on 0 6 x i 6 1, i = 1; 2. When expanded in a power series it is related to the hypergeometric function. This bivariate density is positively likelihood ratio dependent and hence is positive quadrant dependent.
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