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A multivariate, discrete probability distribution used to describe the results of a random experiment where each of $n$ outcomes are placed into one of $k$ nominal categories.
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How to use the Dirichlet prior for estimating the multinomial parameters? [closed]
I know that the multinomial distribution gives the likelihood of some vector D of occurrences to happen given a probability vector (parameters) P' i.e. P(D|P'). Now with a Dirichlet prior we are intro …
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What are the possible estimates of the parameters of the multinomial distribution?
The expected value of the parameters of the multinomial distribution (taking into account the Dirichlet prior $D(\alpha)$ and the posterior Dirichlet-Multinomial) is:
$\pi_i = α_i+ x_i / \sum_{j} α_j …