Thank you very much, looks like I confused the documentations. I used Ubuntu, Chromiuma and the wolframalpha- web-interface. I thought the things in the documentation would work there too. Is there a way to see the wolframalpha web documentation, only? Or should I just try the examples, and if they don't work test it in the offline version?

When you say that the examples don't work, which ones don't work? When I go to the Documentation Center for DirichletDistribution the examples all seem to work as advertised.

Note that, for example,

DirichletDistribution[{1, 3, 2}]

is a symbolic representation of the DirichletDistribution at those values of its parameters. You need to then put it into, for example, PDF, to get its value at a particular point. So,

PDF[DirichletDistribution[{1, 3, 2}], {x, y}]

returns

Piecewise[{{60*(1 - x - y)*y^2, x > 0 && y > 0 && 1 - x - y > 0}}, 0]

And so on....

Read http://reference.wolfram.com/language/tutorial/ContinuousDistributions.html to get some more background on how to work with probability distributions in Mathematica.