ON A MATRIX-VARIATE GENERALIZED TYPE-2 DIRICHLET DENSITY

Seemon Thomas (India) Alex Thannippara (India) and A. M. Mathai (India)

Received January 10, 2007

Abstract

Dirichlet probability model is very often used as a Bayesian prior for multinomial probabilities, in order statistics problems, in survival analysis, in reliability problems and in related fields. In certain problems, successive sums of the variables also enter into the picture. Hence a real matrix-variate analogue of a generalized type-2 Dirichlet model with successive sums incorporated into it, is considered. Some interesting properties are examined.

Keywords and phrases: generalized Dirichlet model, real matrix-variate distributions, Jacobians of matrix transformations, type-2 model.