A New Characterization of the Dirichlet Distribution Through Neutrality
Open Access
- 1 January 1980
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Statistics
- Vol. 8 (1) , 183-189
- https://doi.org/10.1214/aos/1176344900
Abstract
A new characterization of the Dirichlet distribution using neutrality is given. This settles conjectures of Doksum and Mosimann. The characterization is contrasted with a parallel result for the lognormal distribution. Possible applications to random probabilities and prior distributions in survival analysis are noted.Keywords
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