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.
Citation
Ian R. James. James E. Mosimann. "A New Characterization of the Dirichlet Distribution Through Neutrality." Ann. Statist. 8 (1) 183 - 189, January, 1980. https://doi.org/10.1214/aos/1176344900
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