A formula on multivariate Dirichlet distributions

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.

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Year of publication:	1998
Authors:	Letac, Gérard ; Massam, Hélène
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 38.1998, 3, p. 247-253
Publisher:	Elsevier
Keywords:	Expectation of random determinants Beta-Wishart distributions Jordan algebras

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223469