The Inverted Dirichlet Distribution with Applications
George G. Tiao, Irwin Cuttman · Journal of the American Statistical Association · 1965
In this paper we obtain a multivariate generalization of the inverted beta distribution. Properties of this distribution and its connection with the multivariate Student-t distribution are discussed. Two asymptotic formulae for approximating the related probability integral are developed and illustrated with numerical examples. Application of this distribution to a problem in Bayesian inference is given.