A characterization of the Dirichlet distribution through global and local parameter independence
Geiger, Dan ; Heckerman, David
Ann. Statist., Tome 25 (1997) no. 6, p. 1344-1369 / Harvested from Project Euclid
We provide a new characterization of the Dirichlet distribution. Let $\theta_{ij}, 1 \leq i \leq k, 1 \leq j \leq n$, be positive random variables that sum to unity. Define $\theta_{i \cdot} = \Sigma_{j=1}^n \theta_{ij}, \theta_{I \cdot} = {\theta_{i \cdot}_{i=1}^{k-1}, \theta_{j|i} = \theta_{ij}/ \Sigma_j \theta_{ij}$ and \theta_{J|i} = {\theta_{j|i}}_{j=1}^{n-1}$. We prove that if ${\theta_{I \cdot}, \theta_{J|1}, \dots, \theta_{J|k}}$ are mutually independent and ${\theta_{\cdot J}, \theta_{I|1}, \dots, \theta_{I|n}}$ are mutually independent (where $\theta_{\cdot J}$ and $\theta_{I|j}$ are defined analogously, and each parameter set has a strictly positive pdf, then the pdf of $\theta_{ij}$ is Dirichlet. This characterization implies that under assumptions made by several previous authors for selecting a Bayesian network structure out of a set of candidate structures, a Dirichlet prior on the parameters is inevitable.
Publié le : 1997-06-14
Classification:  Bayesian network,  characterization,  Dirichlet distribution,  functional equation,  graphical model,  hyper-Markov law,  62E10,  60E05,  62A15,  62C10,  39B99
@article{1069362752,
     author = {Geiger, Dan and Heckerman, David},
     title = {A characterization of the Dirichlet distribution through global and local parameter independence},
     journal = {Ann. Statist.},
     volume = {25},
     number = {6},
     year = {1997},
     pages = { 1344-1369},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1069362752}
}
Geiger, Dan; Heckerman, David. A characterization of the Dirichlet distribution through global and local parameter independence. Ann. Statist., Tome 25 (1997) no. 6, pp.  1344-1369. http://gdmltest.u-ga.fr/item/1069362752/