On Ordered Beta Distribution and the Generalized Incomplete Beta Function
摘要
Motivated by applications in Bayesian analysis, we introduce a multidimensional beta distribution in the ordered simplex. We study the 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.