On ordered beta distribution and the generalized incomplete beta function
Methodology
2023-05-02 v1 Probability
Statistics Theory
Statistics Theory
Abstract
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.
Keywords
Cite
@article{arxiv.2305.00846,
title = {On ordered beta distribution and the generalized incomplete beta function},
author = {Mayad Al-Saidi and Alexey Kuznetsov and Mikhail Nediak},
journal= {arXiv preprint arXiv:2305.00846},
year = {2023}
}
Comments
15 pages, 1 figure