What is the [conjugate prior][1] distribution of the Dirichlet distribution? --- Edit: Since I asked this question many years ago, I've written a [Python library][2] for working with exponential families. [Maximum likelihood estimation of the Dirichlet distribution][3] can be done using its expectation paramtrization (which is intimately related to the conjugate prior). [1]: http://en.wikipedia.org/wiki/Conjugate_prior [2]: https://github.com/NeilGirdhar/efax [3]: https://github.com/NeilGirdhar/efax/blob/main/examples/maximum_likelihood_estimation.py