The Dirichlet Distribution and Process through Neutralities

Konstancja Bobecka () and Jacek Wesołowski ()
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Konstancja Bobecka: Politechnika Warszawska
Jacek Wesołowski: Politechnika Warszawska

Journal of Theoretical Probability, 2007, vol. 20, issue 2, 295-308

Abstract: Abstract 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.

Keywords: Neutrality; Complete neutrality; Neutrality-to-the-right; Dirichlet distribution; Dirichlet process; Beta distribution; Constancy of regression; Method of moments (search for similar items in EconPapers)
Date: 2007
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DOI: 10.1007/s10959-007-0069-y

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