Dirichlet Distribution

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• $h(\theta |\alpha )=\frac{1}{Z(\alpha )}{\Pi }_{j=1}^l{\theta }_j^{a_j-1}$
• $Z(\alpha )={\int }_{\mathcal{H}}{\Pi }_{j=1}^l{\theta }_j^{{\alpha }_j-1}d\theta$ is normalization constant. Ensures integral of h over $\mathcal{H}$ is 1