An integral characterization of the Dirichlet process
Probability
2018-04-02 v1
Abstract
We give a new integral characterization of the Dirichlet process on a general phase space. To do so we first prove a characterization of the nonsymmetric Beta distribution via size-biased sampling. Two applications are a new characterization of the Dirichlet distribution and a marked version of a classical characterization of the Poisson-Dirichlet distribution via invariance under size-biased sampling.
Cite
@article{arxiv.1803.11465,
title = {An integral characterization of the Dirichlet process},
author = {Günter Last},
journal= {arXiv preprint arXiv:1803.11465},
year = {2018}
}