The Inverted Dirichlet Distribution with Applications
作者:
GeorgeG. Tiao,
Irwin Cuttman,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1965)
卷期:
Volume 60,
issue 311
页码: 793-805
ISSN:0162-1459
年代: 1965
DOI:10.1080/01621459.1965.10480828
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
In this paper we obtain a multivariate generalization of the inverted beta distribution. Properties of this distribution and its connection with the multivariate Student-tdistribution are discussed. Two asymptotic formulae for approximating the related probability integral are developed and illustrated with numerical examples. Application of this distribution to a problem in Bayesian inference is given.
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