Inverted Dirichlet distribution
In statistics, the inverted Dirichlet distribution is a multivariate generalization of the beta prime distribution, and is related to the Dirichlet distribution. It was first described by Tiao and Cuttman in 1965.
The distribution has a density function given by
provided that and .
The inverted Dirichlet distribution is conjugate to the negative multinomial distribution if a generalized form of odds ratio is used instead of the categories' probabilities.
- Tiao, George T. (1965). "The inverted Dirichlet distribution with applications". Journal of the American Statistical Association 60 (311): 793–805.
- Ghorbel, M. (2010). "On the inverted Dirichlet distribution". Communications in Statistics---Theory and Methods 39: 21–37.
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