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A formula on multivariate Dirichlet distributions

Author

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  • Letac, Gérard
  • Massam, Hélène

Abstract

Let (X1, X2,..., Xq) have the multivariate dirichlet distribution with parameters (p1, p2,..., pq), on the linear space of symmetric (r, r) real matrices. We prove that for a given set of positive numbers f1, f2,..., fq one has . This extends a useful formula already known in dimension r = 1.

Suggested Citation

  • Letac, Gérard & Massam, Hélène, 1998. "A formula on multivariate Dirichlet distributions," Statistics & Probability Letters, Elsevier, vol. 38(3), pages 247-253, June.
    • Handle: RePEc:eee:stapro:v:38:y:1998:i:3:p:247-253
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    Cited by:

    1. Gupta, Rameshwar D. & Richards, Donald St. P., 2002. "Moment Properties of the Multivariate Dirichlet Distributions," Journal of Multivariate Analysis, Elsevier, vol. 82(1), pages 240-262, July.
    2. Letac, Gérard & Massam, Hélène & Richards, Donald, 2001. "An Expectation Formula for the Multivariate Dirichlet Distribution," Journal of Multivariate Analysis, Elsevier, vol. 77(1), pages 117-137, April.

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