Class DirichletDistribution

  • All Implemented Interfaces:

    public class DirichletDistribution
    extends Object
    implements MultivariateProbabilityDistribution
    The Dirichlet distribution (after Peter Gustav Lejeune Dirichlet), often denoted Dir(a), is a family of continuous multivariate probability distributions parametrized by a vector a of positive reals. It is the multivariate generalization of the beta distribution. Dirichlet distributions are very often used as prior distributions in Bayesian statistics, and in fact the Dirichlet distribution is the conjugate prior of the categorical distribution and multinomial distribution. That is, its probability density function returns the belief that the probabilities of K rival events are x_i given that each event has been observed a_{i-1} times. The R equivalent function is ddirichlet in package gtools.
    See Also:
    Wikipedia: Probability density function