Let T1,..., Ts1 have the multinomial distribution (2.34), and suppose that (p1,..., ps1) has the Dirichlet prior

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Let T1,..., Ts−1 have the multinomial distribution (2.34), and suppose that (p1,..., ps−1) has the Dirichlet prior density D(a1,..., as) with density proportional to pa1−1 1 ... pas−1 s , where ps = 1 − (p1 +···+ ps−1). Determine the posterior distribution of (p1,..., ps−1) given the T ’s.

Section 5.8

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Testing Statistical Hypotheses Volume I

ISBN: 9783030705770

4th Edition

Authors: E.L. Lehmann, Joseph P. Romano

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