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arXiv · 1803.11465

An integral characterization of the Dirichlet process

Günter Last
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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.

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Günter Last. 2018-03-30. An integral characterization of the Dirichlet process. https://arxiv.org/abs/1803.11465

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