The Dirichlet Distribution and Process through Neutralities

被引：0

作者：

Konstancja Bobecka

Jacek Wesołowski

机构：

[1] Politechnika Warszawska,Wydział Matematyki i Nauk Informacyjnych

来源：

Journal of Theoretical Probability | 2007年 / 20卷

关键词：

Neutrality; Complete neutrality; Neutrality-to-the-right; Dirichlet distribution; Dirichlet process; Beta distribution; Constancy of regression; Method of moments;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

A new characterization of the Dirichlet distribution, based on the notion of complete neutrality and a regression version of neutrality, is derived. It unifies earlier characterizations by James and Mosimann (Ann. Stat. 8, 183–189, 1980) and by Seshadri and Wesołowski (Sankhyā, A 65, 248–291, 2003). Also new results on identification of the Dirichlet process in the class of neutral-to-the-right processes are obtained. The proof of the main result makes an extensive use of the method of moments.

引用

页码：295 / 308

页数：13

共 23 条

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