The Dirichlet distribution and process through neutralities (Q2641428)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Dirichlet distribution and process through neutralities |
scientific article |
Statements
The Dirichlet distribution and process through neutralities (English)
0 references
20 August 2007
0 references
Some new characterizations are given for the Dirichlet distribution and Dirichlet process in terms of neutrality and neutrality to the right, e.g., Theorem 8: if \((F(t))_{t\in\mathbb R}\) is a stochastic process such that its trajectories are a.s. CDFs, \(( F(t))_{t\in\mathbb R}\) is neutral to the right and \(1-F(t_n)\) is neutral in \((F(t_1), F(t_2)-F(t_1),\dots, F(t_n)-F(t_{n-1}), 1-F(t_n))\) for any \(n\geq 2\) and any \(t_1<\dots<t_n\), then \(( F(t))_{t\in\mathbb R}\) is a Dirichlet process.
0 references
complete neutrality
0 references
neutrality to the right
0 references
Beta distribution
0 references
constancy of regression
0 references
method of moments
0 references
0 references
0 references