4. Nested Dirichlet Distribution

  1. Kai Wang Ng1,
  2. Guo-Liang Tian1 and
  3. Man-Lai Tang2

Published Online: 7 APR 2011

DOI: 10.1002/9781119995784.ch4

Dirichlet and Related Distributions: Theory, Methods and Applications

Dirichlet and Related Distributions: Theory, Methods and Applications

How to Cite

Ng, K. W., Tian, G.-L. and Tang, M.-L. (2011) Nested Dirichlet Distribution, in Dirichlet and Related Distributions: Theory, Methods and Applications, John Wiley & Sons, Ltd, Chichester, UK. doi: 10.1002/9781119995784.ch4

Author Information

  1. 1

    Department of Statistics and Actuarial Science, The University of Hong Kong, Hong Kong

  2. 2

    Department of Mathematics, Hong Kong Baptist University, Kowloon Tong, Hong Kong

Publication History

  1. Published Online: 7 APR 2011
  2. Published Print: 15 APR 2011

Book Series:

  1. Wiley Series in Probability and Statistics

Book Series Editors:

  1. Walter A. Shewhart and
  2. Samuel S. Wilks

ISBN Information

Print ISBN: 9780470688199

Online ISBN: 9781119995784

SEARCH

Keywords:

  • Nested Dirichlet distribution;
  • Density function;
  • Stochastic representation, mixed moments, and mode;
  • Marginal distributions;
  • Conditional distributions;
  • Connection with exact null distribution for sphericity test;
  • Large-sample likelihood inference;
  • Small-sample Bayesian inference

Summary

This chapter contains sections titled:

  • Density function

  • Two motivating examples

  • Stochastic representation, mixed moments, and mode

  • Marginal distributions

  • Conditional distributions

  • Connection with exact null distribution for sphericity test

  • Large-sample likelihood inference

  • Small-sample Bayesian inference

  • Applications

  • A brief historical review