The Dirichlet distribution with positive parameters 
is the distribution on the probability simplex with density proportional to 
. Its normalizing constant is 
,
where 
is the gamma function. It is the multivariate generalization
of the beta distribution.
Dirichlet Distribution
See also
Beta Distribution, Gamma Function, SimplexExplore with Wolfram|Alpha
References
Kotz, S.; Balakrishnan, N.; and Johnson, N. L. Continuous Multivariate Distributions, Vol. 1, 2nd ed. New York: Wiley, 2000.Cite this as:
Weisstein, Eric W. "Dirichlet Distribution." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/DirichletDistribution.html