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.
@article{1176344900,
author = {James, Ian R. and Mosimann, James E.},
title = {A New Characterization of the Dirichlet Distribution Through Neutrality},
journal = {Ann. Statist.},
volume = {8},
number = {1},
year = {1980},
pages = { 183-189},
language = {en},
url = {http://dml.mathdoc.fr/item/1176344900}
}
James, Ian R.; Mosimann, James E. A New Characterization of the Dirichlet Distribution Through Neutrality. Ann. Statist., Tome 8 (1980) no. 1, pp. 183-189. http://gdmltest.u-ga.fr/item/1176344900/