Characterizing the Zeta Distribution via Continuous Mixtures

Abstract: We offer two novel characterizations of the Zeta distribution: first, as tractable continuous mixtures of Negative Binomial distributions (with fixed shape parameter, r > 0), and second, as a tractable continuous mixture of Poisson distributions. In both the Negative Binomial case for r >= 1 and the Poisson case, the resulting Zeta distributions are identifiable because each mixture can be associated with a unique mixing distribution. In the Negative Binomial case for 0 < r < 1, the mixing distributions are quasi-distributions (for which the quasi-probability density function assumes some negative values).