A Definition of various densities and functions

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چکیده

A Dirichlet, with variables π = {π 1 ,. .. , π Ω } and parameters λ = {λ 1 ,. .. , λ Ω }: D(π|λ) = Γ(Ω ω=1 λ ω) Ω ω=1 Γ(λ ω) Ω ω=1 π λω−1 ω (1) where π 1 ,. .. , π Ω ≥ 0 and λ 1 ,. .. , λ Ω > 0 and Ω ω=1 π ω = 1. The Dirichlet distribution is the conjugate to the multinomial density. A symmetric Dirichlet density has all the λ's the same value, e.g. λ 0 , and the density reduces to:

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تاریخ انتشار 2006