Question: Let Y = (Y1,...,Yk)t follow a Dirichlet distribution with parameters 1,...,k. Compute Var(Yi) and Cov(Yi, Yj ) for i = j. Also show that (Y1

Let Y = (Y1,...,Yk)t follow a Dirichlet distribution with parameters

α1,...,αk. Compute Var(Yi) and Cov(Yi, Yj ) for i = j. Also show that (Y1 + Y2, Y3,...,Yk)t has a Dirichlet distribution.

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