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From GEM back to Dirichlet via Hoppe's Urn

Published online by Cambridge University Press:  01 June 1997

ULRICH MARTIN HIRTH
Affiliation:
Mathematics Department, Royal Holloway and Bedford New College, University of London, Egham Hill, Surrey TW20 0EX, UK
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Abstract

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In generalisation of the beta law obtained under the GEM/Poisson–Dirichlet distribution in Hirth [12] we undertake here an analogous construction which results in the Dirichlet law. Our proof makes use of Hoppe's Pólya-like urn model in population genetics.

Information

Type
Research Article
Copyright
1997 Cambridge University Press