A formula on multivariate Dirichlet distributions

Gérard Letac and Hélène Massam

Statistics & Probability Letters, 1998, vol. 38, issue 3, 247-253

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.

Keywords: Expectation; of; random; determinants; Beta-Wishart; distributions; Jordan; algebras (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (2)

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