DOI: 10.1002/sta4.640 ISSN: 2049-1573

An asymptotically efficient closed‐form estimator for the Dirichlet distribution

Jae Ho Chang, Sang Kyu Lee, Hyoung‐Moon Kim
  • Statistics, Probability and Uncertainty
  • Statistics and Probability


Maximum likelihood estimator (MLE) of the Dirichlet distribution is usually obtained by using the Newton–Raphson algorithm. However, in some cases, the computational costs can be burdensome, for example, in real‐time processes. Therefore, it is beneficial to develop a closed‐form estimator that is as efficient as the MLE for large sample. Here, we suggest asymptotically efficient closed‐form estimator based on the classical large sample theory.