Draw samples from the Dirichlet distribution.
Draw size samples of dimension k from a Dirichlet distribution. A Dirichlet-distributed random variable can be seen as a multivariate generalization of a Beta distribution. Dirichlet pdf is the conjugate prior of a multinomial in Bayesian inference.
alpha : array
size : array
Uses the following property for computation: for each dimension, draw a random sample y_i from a standard gamma generator of shape alpha_i, then is Dirichlet distributed.
|||David McKay, “Information Theory, Inference and Learning Algorithms,” chapter 23, http://www.inference.phy.cam.ac.uk/mackay/|