An expectation formula for the multivariate Dirichlet distribution

DOI10.1006/jmva.2000.1928zbMath0984.62036OpenAlexW2067395682MaRDI QIDQ5935558

Gérard Letac, Hélène Massam, Donald St. P. Richards

Publication date: 14 May 2002

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.2000.1928

zbMATH Keywords

Wishart distributiongamma distributionGaussian hypergeometric functiongeneralized expectation formulamultivariate beta distributionmultivariate Dirichlet distributionssymmetric cones

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items

The History of the Dirichlet and Liouville Distributions ⋮ Characterization of the Dirichlet distribution on symmetric matrices ⋮ Moment properties of the multivariate Dirichlet distributions ⋮ All Invariant Moments of the Wishart Distribution ⋮ Dirichlet partition on symmetric matrices ⋮ Stochastic Ordering of Exponential Family Distributions and Their Mixturesxk

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