A characterization of the Dirichlet process (Q1181102)

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A characterization of the Dirichlet process
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    A characterization of the Dirichlet process (English)
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    27 June 1992
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    The purpose of this note is to point out that if the posterior mean of a random probability \(P\) given a sample \(X_ 1,\ldots,X_ n\) from \(P\) is linear in the sample empirical distribution function, then \(P\) is a Dirichlet random probability.
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    linear posterior means
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    posterior mean of a random probability
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    sample empirical distribution function
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    Dirichlet random probability
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