Nested Dirichlet Distribution
Kai Wang Ng, Guo‐Liang Tian, Man‐Lai Tang · Wiley series in probability and statistics · 2011
This chapter contains sections titled: Density function Two motivating examples Stochastic representation, mixed moments, and mode Marginal distributions Conditional distributions Connection with exact null distribution for sphericity test Large-sample likelihood inference Small-sample Bayesian inference Applications A brief historical review