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Dirichlet distribution
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===Relation to Dirichlet-multinomial distribution=== In a model where a Dirichlet prior distribution is placed over a set of [[categorical distribution|categorical-valued]] observations, the [[marginal distribution|marginal]] [[joint distribution]] of the observations (i.e. the joint distribution of the observations, with the prior parameter [[marginalized out]]) is a [[Dirichlet-multinomial distribution]]. This distribution plays an important role in [[hierarchical Bayesian model]]s, because when doing [[statistical inference|inference]] over such models using methods such as [[Gibbs sampling]] or [[variational Bayes]], Dirichlet prior distributions are often marginalized out. See the [[Dirichlet-multinomial distribution|article on this distribution]] for more details.
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