scipy.stats.dirichlet(alpha, seed=None) = <scipy.stats._multivariate.dirichlet_gen object>[source]

A Dirichlet random variable.

The alpha keyword specifies the concentration parameters of the distribution.

New in version 0.15.0.


Quantiles, with the last axis of x denoting the components.


The concentration parameters. The number of entries determines the dimensionality of the distribution.

random_state{None, int, np.random.RandomState, np.random.Generator}, optional

Used for drawing random variates. If seed is None the RandomState singleton is used. If seed is an int, a new RandomState instance is used, seeded with seed. If seed is already a RandomState or Generator instance, then that object is used. Default is None.

Alternatively, the object may be called (as a function) to fix
concentration parameters, returning a “frozen” Dirichlet
random variable:
rv = dirichlet(alpha)
  • Frozen object with the same methods but holding the given concentration parameters fixed.


Each \(\alpha\) entry must be positive. The distribution has only support on the simplex defined by

\[\sum_{i=1}^{K} x_i \le 1\]

The probability density function for dirichlet is

\[f(x) = \frac{1}{\mathrm{B}(\boldsymbol\alpha)} \prod_{i=1}^K x_i^{\alpha_i - 1}\]


\[\mathrm{B}(\boldsymbol\alpha) = \frac{\prod_{i=1}^K \Gamma(\alpha_i)} {\Gamma\bigl(\sum_{i=1}^K \alpha_i\bigr)}\]

and \(\boldsymbol\alpha=(\alpha_1,\ldots,\alpha_K)\), the concentration parameters and \(K\) is the dimension of the space where \(x\) takes values.

Note that the dirichlet interface is somewhat inconsistent. The array returned by the rvs function is transposed with respect to the format expected by the pdf and logpdf.


>>> from scipy.stats import dirichlet

Generate a dirichlet random variable

>>> quantiles = np.array([0.2, 0.2, 0.6])  # specify quantiles
>>> alpha = np.array([0.4, 5, 15])  # specify concentration parameters
>>> dirichlet.pdf(quantiles, alpha)

The same PDF but following a log scale

>>> dirichlet.logpdf(quantiles, alpha)

Once we specify the dirichlet distribution we can then calculate quantities of interest

>>> dirichlet.mean(alpha)  # get the mean of the distribution
array([0.01960784, 0.24509804, 0.73529412])
>>> dirichlet.var(alpha) # get variance
array([0.00089829, 0.00864603, 0.00909517])
>>> dirichlet.entropy(alpha)  # calculate the differential entropy

We can also return random samples from the distribution

>>> dirichlet.rvs(alpha, size=1, random_state=1)
array([[0.00766178, 0.24670518, 0.74563305]])
>>> dirichlet.rvs(alpha, size=2, random_state=2)
array([[0.01639427, 0.1292273 , 0.85437844],
       [0.00156917, 0.19033695, 0.80809388]])


``pdf(x, alpha)``

Probability density function.

``logpdf(x, alpha)``

Log of the probability density function.

``rvs(alpha, size=1, random_state=None)``

Draw random samples from a Dirichlet distribution.


The mean of the Dirichlet distribution


The variance of the Dirichlet distribution


Compute the differential entropy of the Dirichlet distribution.

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