Dirichlet distribution Created 2026-09-24 Updated 2026-11-05
For and parameters , the Dirichlet distribution is a probability distribution on the probability simplex , . With , its probability density function in coordinates , with , ison the simplex interior. This is a density relative to , not to -dimensional Lebesgue measure, for which the simplex has zero volume.[ref]
SciPy Reference: scipy.stats.dirichlet. Notes: positive parameters, simplex support and multivariate beta normalizer
For , the first coordinate has the beta distribution with parameters . For and all parameters one, the coordinate triangle has area and density , giving the uniform law in those coordinates. More generally, independent gamma distributions with shapes and a common rate can be normalized by their sum to generate a Dirichlet vector. The expected value of is ; the parameters describe both average proportions and their concentration, rather than allowing the coordinates to vary independently.