the Dirichlet distribution
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In the course, since we are still introducing some concepts of dependent distributions, we will talk about the Dirichlet distribution, which is a distribution over the simplex of . Let denote the Gamma distribution with density (on ) Let denote independent random variables, with . Then where has a Dirichlet distribution with parameter . Note that has a distribution in the simplex of , and has density We will write . The density for different values of can be visua...