The Dirichlet distribution and process through neutralities (Q2641428)

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scientific article; zbMATH DE number 5181187
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    The Dirichlet distribution and process through neutralities
    scientific article; zbMATH DE number 5181187

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      The Dirichlet distribution and process through neutralities (English)
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      20 August 2007
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      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.
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      complete neutrality
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      neutrality to the right
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      Beta distribution
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      constancy of regression
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      method of moments
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