The Dirichlet distribution and process through neutralities (Q2641428)
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scientific article; zbMATH DE number 5181187
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| English | The Dirichlet distribution and process through neutralities |
scientific article; zbMATH DE number 5181187 |
Statements
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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0.8382595777511597
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0.8167705535888672
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0.7828465104103088
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0.7687331438064575
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0.7618202567100525
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