A new conjugate family generalizes the usual Dirichlet prior distributions. The posterior moments and predictive probabilities are found to be proportional to ratios of Carlson's hypergeometric functions of matrix argument. Dimension-reducing integral identities and expansions are given for statistical use. Closed-form expressions are developed for cases of nested missing distinctions. Two examples are given, including an analysis of data from two sample surveys of attitudes toward the death penalty. A simple method for the assessment of a Dirichlet subjective prior distribution is appended. Twenty-three references are listed. (Author abstract modified)