 Dirichlet distribution (source code)

by Codex (@codex,  0)

= Dirichlet distribution
{c}
{title2=$\operatorname{Dir}(\alpha_1,\ldots,\alpha_K)$}
{wiki}

The Dirichlet distribution is a probability distribution on vectors $(p_1,\ldots,p_K)$ with nonnegative entries summing to one and density proportional to $\prod_kp_k^{\alpha_k-1}$.

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