Two Characterizations of the Dirichlet Distribution
Fabius, J.
Ann. Statist., Tome 1 (1973) no. 2, p. 583-587 / Harvested from Project Euclid
Let $X = (X_1, \cdots, X_k)$ be a random vector with all $X_i \geqq 0$ and $\sum X_i \leqq 1$. Let $k \geqq 2$, and suppose that none of the $X_i$, nor $1 - \sum X_i$ vanishes almost surely. Without any further regularity assumptions, each of two conditions is shown to be necessary and sufficient for $X$ to be distributed according to a Dirichlet distribution or a limit of such distributions. Either condition requires that certain proportions between components of $X$ be independent of one or more other components of $X$.
Publié le : 1973-05-14
Classification:  Dirichlet distribution,  Dirichlet process,  neutrality,  tailfree random distribution function,  62E10
@article{1176342429,
     author = {Fabius, J.},
     title = {Two Characterizations of the Dirichlet Distribution},
     journal = {Ann. Statist.},
     volume = {1},
     number = {2},
     year = {1973},
     pages = { 583-587},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176342429}
}
Fabius, J. Two Characterizations of the Dirichlet Distribution. Ann. Statist., Tome 1 (1973) no. 2, pp.  583-587. http://gdmltest.u-ga.fr/item/1176342429/