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Dirichlet Mixture Distribution

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Theorem
InfoTheory

The coding distribution corresponding to the Dirichlet (α1,,αm)(\alpha_{1},\dots,\alpha_{m}) pdf is given by q(xn)=Θpθ(xn)fα1,,αm(θ)dθ=i=1mj=1n(ixn)(n(ixn)+αij)j=1n(n+i=1mαij)q(x^{n})=\int\limits _{\Theta}p_{\theta}(x^{n})f_{\alpha_{1},\dots,\alpha_{m}}(\theta) \, d\theta = \frac{\prod_{i=1}^{m}\prod_{j=1}^{n(i|x^{n})}(n(i|x^n)+\alpha_{i}-j)}{\prod_{j=1}^{n}\left( n+\sum_{i=1}^{m}\alpha_{i}-j \right)} where j=1n(ixn)(n(ixn)+αij)=1\prod_{j=1}^{n(i|x^{n})}(n(i|x^{n})+\alpha_{i}-j)=1 if n(ixn)=0n(i|x^{n})=0.

We consider two special cases, one where αi=1\alpha_{i}=1 and the other when αi=12\alpha_{i}=\frac{1}{2}.