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A formula on multivariate Dirichlet distributions

✍ Scribed by Gérard Letac; Hélène Massam

Book ID
104302810
Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
275 KB
Volume
38
Category
Article
ISSN
0167-7152

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✦ Synopsis

Let (X~,X2,...,Xq) have the multivariate Dirichlet distribution with parameters (p~, p2 ..... pq), on the linear space of symmetric (r, r) real matrices. We prove that for a given set of positive numbers fl, f2 ..... fu one has ~[(det(flXj +... + f qXq)) -~p'+''+p")] = f~rp .... f ~rp,~.

📜 SIMILAR VOLUMES

An Expectation Formula for the Multivari
An Expectation Formula for the Multivariate Dirichlet Distribution
✍ Gérard Letac; Hélène Massam; Donald Richards 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 175 KB

Suppose that the random vector (X 1 , ..., X q ) follows a Dirichlet distribution on R q + with parameter ( p 1 , ..., p q ) # R q + . For f 1 , ..., f q >0, it is well-known that . In this paper, we generalize this expectation formula to the singular and non-singular multivariate Dirichlet distrib