A Distribution on the Simplex Arising from Inverted Chi-square Random Variables with Odd Degrees of Freedom

AbstractWe consider the random variables Zi=βi2Yi/∑k=1mβk2Yk where Yi,i=1…,m are independent inverted chi-square r.v. with νi degrees of freedom. The probability density function of Z=(Z1,Z2,…Zm) i...