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