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
Pages
10
From page
216
To page
225
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
Serial Year
2013
Journal title
Journal of Multivariate Analysis
Record number
1566390
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