A Characterization of the Dirichlet Distribution through Global and Local Parameter Independence

نویسندگان

  • Dan Geiger
  • David Heckerman
چکیده

We provide a new characterization of the Dirichlet distribution. Let ij , 1 i k; 1 j n, be positive random variables that sum to unity. Deene i = P n j=1 ij , I = f i g k?1 i=1 , jji = ij = P j ij , and Jji = f jji g n?1 j=1. We prove that if f I ; Jj1 ; : : :; Jjk g are mutually independent and f J ; Ij1 ; : : :; Ijn g are mutually independent (where J and Ijj are deened analogously), and assuming strictly positive pdfs, then the pdf of ij is Dirichlet. This characterization implies that under assumptions made by several previous authors for selecting a Bayesian-network structure out of a set of candidate structures, a Dirichlet prior on the parameters is inevitable.

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تاریخ انتشار 1996