| Institution: | Department of Applied Statistics and Computer Science, University of New Brunswick, St. John, New Brunswick, E2L 4L5, Canada.;School of Mathematics, Institute for Advanced Study, Princeton, NJ 08540 and Department of Statistics, University of Virginia, Charlottesville, VA 22904, U.S.A. |
| Abstract: | The Dirichlet distributions have long been the subject of intense scrutiny in statistics and probability. Despite the enormous interest in, and wide-ranging applications of, these distributions, little appears to be known about their history. In this article we review the development of the Dirichlet distributions and their companions, the Liouville distributions. After reviewing some integral formulas of Dirichlet and Liouville, we survey the theory and applications of these distributions in statistics. |
