Title of article :
Distribution of functionals of a Ferguson–Dirichlet process over an -dimensional ball
Author/Authors :
Dickey، نويسنده , , James M. and Jiang، نويسنده , , Thomas J. and Kuo، نويسنده , , Kun-Lin، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2013
Abstract :
The c -characteristic function has been shown to have properties similar to those of the Fourier transformation. We now give a new property of the c -characteristic function of the spherically symmetric distribution. With this property, we can easily determine whether a distribution is spherically symmetric. The exact probability density function of the random mean of a spherically symmetric Ferguson–Dirichlet process with parameter measure over an n -dimensional spherical surface and that over an n -dimensional ball are given. We further give the exact probability density function of the random mean of a Ferguson–Dirichlet process with parameter measure over an n -dimensional ellipsoidal surface and that over an n -dimensional ellipsoidal solid.
Keywords :
Dirichlet distribution , Ferguson–Dirichlet process , spherically symmetric distribution , Characteristic function , Random functional
Journal title :
Journal of Multivariate Analysis
Journal title :
Journal of Multivariate Analysis