The Dirichlet distribution and process through neutralities

DOI10.1007/S10959-007-0069-YMaRDI QIDQ2641428zbMATH OpenOpenAlexFDO

Authors Konstancja Bobecka, Jacek Wesołowski

Publication date 20 August 2007

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10959-007-0069-y

zbMATH Keywords

Beta distributioncomplete neutralityconstancy of regressionmethod of momentsneutrality to the right

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Random fields (60G60)

Review text

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.

Recommendations

• Dirichlet distribution through neutralities with respect to two partitions
• An integral characterization of the Dirichlet process
• Moments method approach to characterizations of Dirichlet tables through neutralities
• Characteristic functions of means of distributions chosen from a Dirichlet process
• Distribution functions of means of a Dirichlet process

Cites work

• A Bayesian analysis of some nonparametric problems
• A characterization of a neutral to the right prior via an extension of Johnson's sufficientness postulate
• A Characterization of the Dirichlet Distribution
• A characterization of the Dirichlet distribution through global and local parameter independence
• A characterization of the Dirichlet process
• A new characterization of the Dirichlet distribution through neutrality
• A transient random walk on stochastic matrices with Dirichlet distributions
• Concepts of Independence for Proportions with a Generalization of the Dirichlet Distribution
• Constancy of regressions for beta distributions
• Exponential functionals and means of neutral-to-the-right priors
• Tailfree and neutral random probabilities and their posterior distributions
• The History of the Dirichlet and Liouville Distributions
• Two characterizations of the Dirichlet distribution

Cited in

(7)

• Kshirsagar-Tan independence property of beta matrices and related characterizations
• The Dirichlet distributions and polynomial regression
• Dirichlet distribution through neutralities with respect to two partitions
• An integral characterization of the Dirichlet process
• A new prior for discrete DAG models with a restricted set of directions
• Lauricella and Humbert functions through probabilistic tools
• Moments method approach to characterizations of Dirichlet tables through neutralities

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