A formula on multivariate Dirichlet dist
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Gérard Letac; Hélène Massam
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Article
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1998
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Elsevier Science
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English
⚖ 275 KB
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,~.