Lu Zhifeng, Wang Juan. Generalized Multivariate Beta Distribution[J]. Chinese Journal of Applied Probability and Statistics, 2009, 25(4): 354-364.
Citation: Lu Zhifeng, Wang Juan. Generalized Multivariate Beta Distribution[J]. Chinese Journal of Applied Probability and Statistics, 2009, 25(4): 354-364.
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Generalized Multivariate Beta Distribution

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  • This paper extends the (generalized) Beta distribution to the (generalized) multivariate Beta distribution. We also study the moment generating function of multivariate Beta distribution, obtain the marginal distribution, conditional distribution and regression function of the generalized multivariate Beta distribution.
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