[ot-users] How is implemented the Dirichlet distribution?

Vincent Dubourg dubourg at phimeca.com
Mon Apr 14 16:32:50 CEST 2014


Hi list,

I can't find any properties matching the ones given on Wikipedia [1].
For instance, the components sum does not seem to be constant :

In [1]: import openturns as ot

In [2]: import numpy as np

In [3]: distribution = ot.Dirichlet([1. / 3. ] * 3)

In [4]: np.sum(distribution.getSample(10), axis=1)
Out[4]:
array([ 0.26889945,  0.95490551,  0.99871871,  0.80777841, 0.99881758,
         0.01896246,  0.99137977,  0.7284044 ,  0.88855046, 0.65154117])

The PDF expression does not match either [1, 2], but the distribution 
has only n parameters on Wikipedia (the last one equals the sum of the 
others) while it has n+1 in OpenTURNS.

Any help would be appreciated.
Thank you,
Vincent

[1] http://en.wikipedia.org/wiki/Dirichlet_distribution
[2] 
http://doc.openturns.org/openturns-latest/html/UserManual_TUI/cid3.xhtml#uid1387



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