Bayesian Analysis with Python - Second Edition

The Dirichlet distribution

The Dirichlet distribution lives in the simplex, which is like an n-dimensional triangle; a 1-simplex is a line, a 2-simplex is a triangle, a 3-simplex a tetrahedron, and so on. Why a simplex? Intuitively, because the output of this distribution is a -length vector, whose elements are restricted to be zero or larger than zero and sum up to 1. As we said, the Dirichlet distribution is the generalization of the beta distribution. Thus, a good way to understand the former is to compare it to the latter. We use the beta for two outcome problems: one with probability and the other . As we can, see . The beta returns a ...