Dirichlet Distribution Calculator

What the Dirichlet distribution calculator measures

The Dirichlet distribution models a three-part composition: positive shares that must add to 1. It is useful for market-share splits, vote shares among three options, topic proportions, portfolio weights, mixture fractions, and other settings where increasing one share necessarily leaves less for the other two. Every valid composition lies in a triangular region called the simplex.

This Dirichlet calculator evaluates the probability density function (PDF) at a selected point x = (x1, x2, x3). It also calculates the mean composition and, when all concentration parameters exceed 1, the interior mode. The PDF compares how strongly the chosen parameters support one location on the simplex relative to nearby locations; the mean and mode summarize the distribution's shape in different ways.

For this continuous Dirichlet model, a PDF is not the probability of one exact composition. An exact-point probability is zero. Instead, density describes relative concentration around that point: high density means nearby compositions are comparatively favored, while low density identifies a less favored region of the simplex.

How to read Dirichlet α and composition inputs

The three α inputs, α1, α2, and α3, are strictly positive Dirichlet concentration parameters. Their relative sizes determine the average composition. A larger α1 relative to α2 and α3 shifts the distribution toward larger x1 values. Equal α values make the distribution symmetric, although symmetry can still favor the center or the corners depending on the common value.

For a three-variable Dirichlet distribution, α0 = α1 + α2 + α3 is the total concentration. Larger totals cluster compositions more tightly around the mean. Values below 1 tend to place density near simplex edges and corners, where one or two components dominate. When every α value is above 1, density is pulled inward and the distribution has an interior mode; otherwise its maximum is on the boundary.

The x1, x2, and x3 fields define the composition at which this calculator evaluates density. They are unitless proportions, not counts, and must be positive and sum to 1. Enter 0.2 for 20% and 0.35 for 35%. Convert percentages by dividing by 100; convert counts to shares first. For example, counts 20, 30, and 50 correspond to 0.2, 0.3, and 0.5.

This implementation evaluates only interior simplex points, so each entered x value must be greater than 0. Dirichlet boundary behavior can require limits, especially for α values below 1 where density may diverge near an edge. Restricting entries to positive components keeps the calculator's evaluation rule unambiguous.

The Dirichlet PDF, mean, and mode formulas

For the three-component Dirichlet distribution calculated on this page, the PDF is

f ( x1 , x2 , x3 ) = Γ(α0) Γ(α1) Γ(α2) Γ(α3) x1α1-1 x2α2-1 x3α3-1

Here α0 = α1 + α2 + α3. The gamma function Γ extends factorials to non-integer parameter values. The calculator uses this normalization coefficient and the three component power terms directly to produce its displayed density.

For this Dirichlet model, each component's mean is

E[Xi] = αi α0

Thus the mean is the α vector divided by its total. Multiplying every α by the same factor leaves that mean unchanged but increases concentration. If all three α values exceed 1, the calculator also reports the interior mode:

modei = αi-1 α0-3

The density depends on how the entered composition aligns with the α-shaped simplex distribution. In particular, the same composition can have very different PDF values under different concentration totals or different balances among α1, α2, and α3.

Worked example: evaluating a three-part Dirichlet density

Consider the composition (x1, x2, x3) = (0.2, 0.3, 0.5) with α = (2, 3, 5). This example places the evaluation point at the mean, while also showing why the mean and mode need not coincide. The total concentration is:

α0 = 2 + 3 + 5 = 10

The gamma-based coefficient is:

Γ(10) / [Γ(2)Γ(3)Γ(5)] = 362880 / 48 = 7560

The three Dirichlet power terms are:

0.21 × 0.32 × 0.54 = 0.2 × 0.09 × 0.0625 = 0.001125

Multiplying the coefficient and power terms gives:

PDF = 7560 × 0.001125 = 8.505

The calculator's mean output is:

mean = (0.2000, 0.3000, 0.5000)

Because every α value exceeds 1, the interior mode exists:

mode = ((2 - 1) / 7, (3 - 1) / 7, (5 - 1) / 7) = (0.1429, 0.2857, 0.5714)

This Dirichlet example distinguishes two summaries. The mean is the expected composition, whereas the mode is the interior location of greatest density. With unequal α values, subtracting 1 in the mode formula can shift the mode more strongly toward the component with the largest α.

How to interpret the Dirichlet result panel

After selecting Evaluate, the Dirichlet result panel lists the PDF, the mean, and the mode when the mode is defined. Check the simplex constraint before interpreting the result: all α values and all x values must be positive, and the three x values must sum to 1. A rounded set of shares that does not total 1 is not a valid evaluation point for this calculator.

Interpret the PDF comparatively. A larger value means the entered composition is in a relatively more favored region under the selected Dirichlet parameters; it does not mean a probability greater than 100%, and a density above 1 is entirely possible. Comparing nearby simplex points or changing α values reveals whether the distribution is sharply concentrated or diffuse.

The mean is usually the clearest share summary, especially for a Bayesian prior or posterior. The mode identifies the interior peak only when it exists. If this calculator omits the mode, at least one α is not greater than 1, so the distribution's highest density is associated with a boundary direction rather than a single interior composition.

Common three-variable Dirichlet parameter patterns

These Dirichlet parameter sets show how α changes the simplex shape before you evaluate any particular composition point.

Parameters α Mean Interior mode? What the shape looks like
(1, 1, 1) (0.3333, 0.3333, 0.3333) No unique interior mode Uniform over the simplex; no composition is preferred over another.
(4, 4, 4) (0.3333, 0.3333, 0.3333) Yes, at the center Symmetric and strongly concentrated around balanced mixtures.
(0.5, 0.5, 0.5) (0.3333, 0.3333, 0.3333) No Mass is pushed toward corners and edges, so extreme compositions dominate.
(6, 2, 2) (0.6000, 0.2000, 0.2000) Yes, at (0.7143, 0.1429, 0.1429) Biased toward large x1, with moderate concentration away from the edges.

In Bayesian uses, α values are often given pseudo-count intuition. The symmetric setting α = (1, 1, 1) is flat over three-part compositions. Larger equal values express more concentration around equal shares, while unequal values such as (8, 2, 1) express a prior tendency for the first component to be largest.

Dirichlet calculator assumptions and practical limits

This Dirichlet distribution page is limited to three variables, positive α parameters, and a strictly interior composition point. It does not integrate probability over custom simplex regions, estimate α from observations, or evaluate higher-dimensional Dirichlet distributions. Those tasks need different numerical methods and interfaces.

Dirichlet density calculations can also be numerically sensitive. Very large α values and compositions extremely close to a boundary may yield values spanning many orders of magnitude. The calculator applies the displayed formula, but output rounding can conceal small distinctions. Research workflows may require log densities, explicit precision control, and stated boundary conventions in a statistics package.

Within those limits, this calculator provides a direct check of whether a proposed three-part composition is relatively favored by chosen α parameters. Its PDF, mean, and conditional interior-mode outputs are useful for teaching simplex geometry, checking Bayesian priors, and comparing plausible concentration settings.

Enter three positive concentration parameters and a composition point with strictly positive components that sum to 1. The α values are unitless. The x values are proportions, so 0.25 means 25%.

Dirichlet parameters
Composition point
Enter values and press Evaluate to compute the PDF, mean, and, when defined, the interior mode.

Play the optional Simplex Sampler mini-game

This mini-game is separate from the calculator result, but it is built from the same idea: a Dirichlet distribution lives on a simplex, which is the triangle of all valid three-part compositions. In the game, glowing targets represent compositions such as (0.18, 0.31, 0.51). Your job is to move a sampler inside the triangle and hold it on each target long enough to lock in the sample. Targets appear near the center, the corners, or one dominant side depending on the current phase, so the run teaches you what different α patterns feel like rather than only telling you in words.

If you have already entered α values in the calculator, the opening phase borrows that shape so the first few targets reflect your current setup. After that, the game deliberately shifts through center-heavy, corner-heavy, and one-component-dominant phases. You will see very quickly that the geometry of the distribution matters: center-seeking phases reward smooth movement in the middle, while low-α phases send you chasing extreme points near vertices.

Score0
Time75.0s
Streak0
PhaseReady
Target x(0.00, 0.00, 0.00)
Best0
Your browser does not support the canvas mini-game.

Simplex Sampler

Click or tap inside the triangle to move your sampler. Stay on a glowing target until its ring closes. Use pointer, touch, or arrow keys / WASD. Survive the full 75-second run and chase a higher score.

Game insight: targets near a corner correspond to mixtures where one component dominates. Tight clusters near the center reflect larger total concentration.

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