Letac, Gérard; Massam, Hélène; Richards, Donald - In: Journal of Multivariate Analysis 77 (2001) 1, pp. 117-137
Suppose that the random vector (X1, ..., Xq) follows a Dirichlet distribution on q+ with parameter (p1, ..., pq)[set membership, variant]q+. For f1, ..., fq0, it is well-known that (f1X1+...+fqXq)-(p1+...+pq)=f-p11...f-pqq. In this paper, we generalize this expectation formula...
