






















Motivated by applications in Bayesian analysis we introduce a multidimensional beta distribution in an ordered simplex. We study properties of this distribution and connect them with the generalized incomplete beta function. This function is crucial in applications of multidimensional beta distribution, thus we present two efficient numerical algorithms for computing the generalized incomplete beta function, one based on Taylor series expansion and another based on Chebyshev polynomials.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。