Article ID: | iaor1997686 |
Country: | United Kingdom |
Volume: | 28 |
Issue: | 2 |
Start Page Number: | 525 |
End Page Number: | 539 |
Publication Date: | Jun 1996 |
Journal: | Advances in Applied Probability |
Authors: | Pitman Jim |
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.