A bivariate beta distribution
AbstractThe Dirichlet distribution is often used as a prior distribution for the parameters of a multinomial distribution. Because this distribution has support on the simplex 0[less-than-or-equals, slant]xi[less-than-or-equals, slant]1, [summation operator]xi=1, it does not serve as the prior for a correlated binomial distribution. We here present a bivariate beta distribution that has support on 0[less-than-or-equals, slant]xi[less-than-or-equals, slant]1, i=1,2. When expanded in a power series it is related to the hypergeometric function. This bivariate density is positively likelihood ratio dependent and hence is positive quadrant dependent.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 62 (2003)
Issue (Month): 4 (May)
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