On the Inverted Dirichlet Distribution
M. Ghorbel · Communication in Statistics- Theory and Methods · 2009
In this work, we give a representation of the mean expected value of many functionals of inverted Dirichlet distributions in terms of the mean of independent gamma random variables. Some remarkable properties are developed and illustrated. The Gibbs version of the inverted Dirichlet distribution with a selection parameter is considered. With the above-mentioned representation, the moment function of the geometrical average of the random variables according to the new distribution is obtained.