Random discrete distributions invariant under size-biased permutation

被引:81
作者
Pitman, J
机构
关键词
residual allocation model; exchangeable random partition; generalized Dirichlet distribution;
D O I
10.2307/1428070
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Invariance of a random discrete distribution under size-biased permutation is equivalent to a conjunction of symmetry conditions on its finite-dimensional distributions. This is applied to characterize residual allocation models with independent factors that are invariant under size-biased permutation. Apart from some exceptional cases and minor modifications, such models form a two-parameter family of generalized Dirichlet distributions.
引用
收藏
页码:525 / 539
页数:15
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