An Integral Characterization of the Dirichlet Process

Günter Last ()
Additional contact information
Günter Last: Karlsruhe Institute of Technology

Journal of Theoretical Probability, 2020, vol. 33, issue 2, 918-930

Abstract: Abstract We give a new integral characterization of the Dirichlet process on a general phase space. To do so, we first prove a characterization of the nonsymmetric Beta distribution via size-biased sampling. Two applications are a new characterization of the Dirichlet distribution and a marked version of a classical characterization of the Poisson–Dirichlet distribution via invariance and independence properties.

Keywords: Dirichlet process; Dirichlet distribution; Beta distribution; Poisson process; Mecke equation; Poisson–Dirichlet distribution; Size-biased sampling; 60G55; 60G57 (search for similar items in EconPapers)
Date: 2020
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://link.springer.com/10.1007/s10959-019-00923-y Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:jotpro:v:33:y:2020:i:2:d:10.1007_s10959-019-00923-y

Ordering information: This journal article can be ordered from
https://www.springer.com/journal/10959

DOI: 10.1007/s10959-019-00923-y

Access Statistics for this article

Journal of Theoretical Probability is currently edited by Andrea Monica

More articles in Journal of Theoretical Probability from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().