A bivariate beta distribution
The Dirichlet distribution is often used as a prior distribution for the parameters of a multinomial distribution. Because this distribution has support on the simplex 0[less-than-or-equals, slant]xi[less-than-or-equals, slant]1, [summation operator]xi=1, it does not serve as the prior for a correlated binomial distribution. We here present a bivariate beta distribution that has support on 0[less-than-or-equals, slant]xi[less-than-or-equals, slant]1, i=1,2. When expanded in a power series it is related to the hypergeometric function. This bivariate density is positively likelihood ratio dependent and hence is positive quadrant dependent.
Year of publication: |
2003
|
---|---|
Authors: | Olkin, Ingram ; Liu, Ruixue |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 62.2003, 4, p. 407-412
|
Publisher: |
Elsevier |
Keywords: | Bayesian analysis Dirichlet distribution Multinomial distribution Hypergeometric function |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Estimating Mean Dimensionality of Analysis of Variance Decompositions
Liu, Ruixue, (2006)
-
Estimating mean dimensionality of analysis of variance decompositions
Liu, Ruixue, (2006)
-
Theory and Methods - Estimating Mean Dimensionality of Analysis of Variance Decompositions
Liu, Ruixue, (2006)
- More ...