On integrals of dirichlet distributions and their applications

Abstract

The purpose of this paper is to extend results obtained by Sahai and Anderson (1973) and Hurlburt and Spiegel (1976) computationally as well as theoretically. We apply results given in Yassaee (1974), (1976) and apply our computer program to show that one can evaluate the probability of type one error for conditional tests in linear model, in general. We show that one can compute the probability integral of Dirichlet distribution by the use of our program which computes the probability integral of inverted Dirichlet distribution.

Keywords:

• Dirichlet distribution
• inverted dirichlet distribution
• confidence region
• geometric mean
• gamma-distribution
• random models
• dependence
• f-ration