Dirichlet distribution
…1 where x i ∈ [ 0 , 1 ] for all i ∈ { 1 , … , K } and ∑ i = 1 K x i = 1 . That is, the probability density function is defined on the standard K − 1 simplex embedded in K -dimensional Euclidean space, R K . The normalizing constant is the multivariate beta function, which can be expressed in terms of the…