Let (X1, X2) follow Dirichlet(a1, a2, a3) distribution. Then: (a) Derive the conditional density function of X1,

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Let (X1, X2) follow Dirichlet(a1, a2, a3) distribution. Then: (a) Derive the conditional density function of X1, given X2 =x2. Do you observe some connection to the beta distribution? (b) Derive an expression for the conditional mean, E(X] | X2 = $2), and comment on it

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Let (X1, X2) follow Dirichlet(a1, a2, a3) distribution. Then: (a) Derive the conditional density function of X1,

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