Dirichlet updating
Topic: Categorical data and the Dirichlet distribution · more questions on this topic
‹ The simplex CLT Restaurant ordering methods ›
Beginning with Equation (1) in Categorical data and the Dirichlet distribution and Equation (2) in Categorical data and the Dirichlet distribution, retain every factor involving {\boldsymbol{p}} and derive the posterior parameters. Then derive the posterior predictive probability that one new observation falls in category k.