Let T1,...,Ts1 have the multinomial distribution (2.34), and suppose that (p1,...,ps1) has the Dirichlet prior density D(a1,...,as)
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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
ISBN: 9781441931788
3rd Edition
Authors: Erich L. Lehmann, Joseph P. Romano
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