Probability distributions

Inverse Dirichlet distribution

In statistics, the inverse Dirichlet distribution is a derivation of the matrix variate Dirichlet distribution. It is related to the inverse Wishart distribution. Suppose are positive definite matrices with a matrix variate Dirichlet distribution, . Then have an inverse Dirichlet distribution, written . Their joint probability density function is given by (Wikipedia).

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Related pages

Statistics | Matrix variate Dirichlet distribution | Probability density function