Re: How to derive Covariance of Dirichlet distirubtion from its variance

We don't expose it, but here is a reference for the formula:

https://www.statlect.com/probability-distributions/Dirichlet-distribution#hid10

On Mon, Dec 18, 2023 at 3:30 PM marc nicole <[email protected]> wrote:

> 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.
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-- 
Robert Kern

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