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
Moment Properties of the Multivariate Dirichlet Distributions
β Scribed by Rameshwar D. Gupta; Donald St.P. Richards
- Publisher
- Elsevier Science
- Year
- 2002
- Tongue
- English
- Weight
- 169 KB
- Volume
- 82
- Category
- Article
- ISSN
- 0047-259X
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