A formula on multivariate Dirichlet distributions

DOI10.1016/S0167-7152(98)00024-8zbMath0903.62050OpenAlexW1968007618MaRDI QIDQ1265970

Hélène Massam, Gérard Letac

Publication date: 11 January 1999

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00024-8

zbMATH Keywords

Jordan algebrasBeta-Wishart distributionsexpectation of random determinants

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

Related Items

Software modules categorization through likelihood and bayesian analysis of finite dirichlet mixtures ⋮ Dirichlet and Quasi-Bernoulli Laws for Perpetuities ⋮ Moment properties of the multivariate Dirichlet distributions ⋮ An expectation formula for the multivariate Dirichlet distribution ⋮ The Markov sequence problem for the Jacobi polynomials and on the simplex ⋮ Matrix Dirichlet processes

Cites Work

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• A transient random walk on stochastic matrices with Dirichlet distributions
• R. A. Fisher and multivariate analysis
• The Lukacs-Olkin-Rubin characterization of Wishart distributions on symmetric cones
• Multivariate Beta Distributions and Independence Properties of the Wishart Distribution