A truncated bivariate inverted Dirichlet distribution

NADARAJAH, SARALEES; School Of Mathematics - University Of Manchester
A truncated version of the bivariate inverted dirichlet distribution is introduced. Unlike the inverted dirichlet distribution, this possesses finite moments of all orders and could therefore be a better model for certain practical situations. One such situation is discussed. The moments, maximum likelihood estimators and the Fisher information matrix for the truncated distribution are derived.