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The Inverted Dirichlet Distribution with Applications

George G. Tiao and Irwin Cuttman
Journal of the American Statistical Association
Vol. 60, No. 311 (Sep., 1965), pp. 793-805
DOI: 10.2307/2283246
Stable URL: http://www.jstor.org/stable/2283246
Page Count: 13
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The Inverted Dirichlet Distribution with Applications
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Abstract

In this paper we obtain a multivariate generalization of the inverted beta distribution. Properties of this distribution and its connection with the multivariate Student-t distribution are discussed. Two asymptotic formulae for approximating the related probability integral are developed and illustrated with numerical examples. Application of this distribution to a problem in Bayesian inference is given.

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