Question: QUESTION 5 ONLY PLEASE, THANK YOU. Suppose the random vector W = (W1, , Wp) has the Dirichlet distribution of the second kind with parameters

QUESTION 5 ONLY PLEASE, THANK YOU.QUESTION 5 ONLY PLEASE, THANK YOU. Suppose theQUESTION 5 ONLY PLEASE, THANK YOU. Suppose theSuppose the random vector W = (W1, , Wp) has the Dirichlet distribution of the second kind with parameters (a1, , ap+1) as derived in Practice Problem 4 above. Then, derive explicit expressions for means, variances, covariances and correlation coefficients for the components of W

4. Let X = (X1, ... , Xp)T have a Dirichletp(a1, ... , Ap+1) distribution. Then, derive the covariance and correlation coefficient between Xk and Xe, for 1 0 Two parameters: the scale (or concentration) o = Lidi, and the base measure (a,...,ak), a = Qi/0. A generalization of Beta: Beta is a distribution over binomials (in an interval pe [0, 1]); Dirichlet is a distribution over Multinomials (in the so-called simplex LiPi = 1; Pi > 0). Dirichlet is the conjugate prior of multinomial

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