Generalized Dirichlet Distribution - Bayesian Analysis

Bayesian Analysis

Suppose is generalized Dirichlet, and that is multinomial with trials (here ). Writing for and the joint posterior of is a generalized Dirichlet distribution with

X|Y\sim GD_k\left( {\alpha'}_1,\ldots,{\alpha'}_k; {\beta'}_1,\ldots,{\beta'}_k \right)

where and for

Read more about this topic:  Generalized Dirichlet Distribution

Famous quotes containing the word analysis:

    “The spider-mind acquires a faculty of memory, and, with it, a singular skill of analysis and synthesis, taking apart and putting together in different relations the meshes of its trap. Man had in the beginning no power of analysis or synthesis approaching that of the spider, or even of the honey-bee; but he had acute sensibility to the higher forces.”
    —Henry Brooks Adams (1838–1918)