How to derive Covariance of Dirichlet distirubtion from its variance
marc nicole <[email protected]> Mon, 18 Dec 2023 19:56:49 +0100
| Newsgroups | gmane.comp.python.scientific.devel |
|---|---|
| Message-ID | <CAGJtH9TCmnEuzbTZkswBe_KQJtVpMeq1-65Sg3gHZNvtFxfYkA@mail.gmail.com> |
Hello, Using the Dirichlet class I can obtain the variance of an array using from scipy.stats import dirichletalpha = np.array([0.4, 5, 15*]) *dirichlet.var(alpha) BUT how to derive the covariance? thanks. _______________________________________________ SciPy-Dev mailing list -- [email protected] To unsubscribe send an email to [email protected] https://mail.python.org/mailman3/lists/scipy-dev.python.org/ Member address: [email protected]