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A New Characterization of the Dirichlet Distribution Through Neutrality

  • James I
  • Mosimann J
The Annals of Statistics (2007) 8(1)
DOI: 10.1214/aos/1176344900
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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.

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James, I. R., & Mosimann, J. E. (2007). A New Characterization of the Dirichlet Distribution Through Neutrality. The Annals of Statistics, 8(1). https://doi.org/10.1214/aos/1176344900

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