the Dirichlet distribution

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...