Question: 7.36. (Sec. 7.2) Dirichlet distribution. Let YI , . , Y,n be independently distributed as ,'~-variables with Pi' ... ' Pm degrees of freedom, respectively.

7.36. (Sec. 7.2) Dirichlet distribution. Let YI , •.• , Y,n be independently distributed as

,\'~-variables with Pi' ... ' Pm degrees of freedom, respectively. Define Z; =

YjL7~1}j, i = [, ... ,m. Show that the density of ZI"",Zm_1 is

(P) (P) m-1 i-1for Zi ~ 0, i = 1, .... m.

(P) (P) m-1 i-1

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Nonparametric Statistical Inference Questions!