## Sampling from Dirichlet Distribution using Gamma distributed samples

There is an algorithm to generate Dirichlet samples using a sampler for Gamma distribution for any $\alpha > 0$ and $\beta > 0$. We will generate Gamma distributed variables $z_k \sim \text{gamma}(\alpha_k,1)$, for $k \in {1,\cdots,d}$, and do the following variable transformation to get Dirichlet samples $x_k = \frac{z_k}{\sum_k z_k}$. First we should demonstrate that this transformation results in Dirichlet distributed samples.

Consider the following tranformation $(z_1,\cdots,z_d) \leftarrow (x_1,\cdots,x_d,v)$, where $x_k = \frac{z_k}{\sum_k z_k}$ and $v = {\sum_k z_k}$. We can rewrite this transformation as $(x_1,\cdots,x_d,v)=h(z_1,\cdots,z_d)$, where $x_k = \frac{z_k}{v}$ and $v = {\sum_k z_k}$. Also we can imediatly calculate the inverse transformation $(z_1,\cdots,z_d)=h^{-1}(x_1,\cdots,x_d,v)$, with $z_k=v x_k$. From the transformation definition we know that ${\sum_{k=1}^d x_k=1}$, implying that $x_d = 1-\sum_{k=1}^{d-1} x_k$ and $z_d=v(1-\sum_{k=1}^{d-1}x_k)$.