A NOTE ON THE 'INVERTED' MULTIVARIATE BETA DISTRIBUTION WITH APPLICATIONS.
Abstract
The multivariate 'inverted' beta distribution obtained by the authors is a generalization of the wellknown univariate 'inverted' beta distribution. Some properties of the distribution are discussed. Its connection with the multivariate student-t distribution is shown. Finally, an application which involves a preposterior analysis of the scale parameter of a normal process is given.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 01, 1964
- Accession Number
- AD0624026
Entities
People
- George C. Tiao
- Irwin Guttman
Organizations
- University of Wisconsin–Madison