0
votes
2answers
133 views

Bayes Estimation on Dirichlet distribution

I'm trying to get my head around the "hidden species" problem. It goes something like this. You visit a park and run into three species, 3 lions, 2 tigers and 1 bear. You are to determine what is your ...
2
votes
2answers
260 views

Multinomial-Dirichlet model with hyperprior distribution on the concentration parameters

I will try to describe the problem at hand as general as possible. I am modeling observations as a categorical distribution with a parameter probability vector theta. Then, I assume the parameter ...
0
votes
1answer
53 views

Any actual applications based on “dirichlet distribution servers as a conjugate prior for multinomial distribution”

Conjugate prior is useful and beautiful in theory, for instance, Dirichlet distribution can serves as the conjugate prior for multinomial distribution. But I don't find any actual applications based ...
2
votes
0answers
159 views

$\chi^2$ test for data from Dirichlet-multinomial distribution

Suppose I am given $n$ samples of sizes $N_1, \dots, N_n$ from a Dirichlet–multinomial distribution: Fixed and given is a $k$-vector $\mathbf{\alpha}$ of positive real numbers. For each $i, \, 1 ...
6
votes
1answer
488 views

Bayesian inference for multinomial distribution with asymmetric prior knowledge?

Suppose I will be getting some samples from a binomial distribution. One way to model my prior knowledge is with a Beta distribution with parameters $\alpha$ and $\beta$. As I understand it, this is ...