I am trying to learn the fields of bayesian non-parametric approaches. I am going thru this manuscript: http://mayagupta.org/publications/FrigyikKapilaGuptaIntroToDirichlet.pdf
I am bit stuck with: Proof of Neutrality for the Dirichlet Basically (page 11), the context is why the stick breaking process generates random vectors from dirichlet distribution.
So, the first challenge for me is to understand the proof? What is the connection of introducing these weird forms of Y
and then how does proving that dirichlet is neutral distribution ties to the proof that stick breaking process generates rv from dirichlet distribution? Thanks