Moments of the mean of Dubins-Freedman random probability distributions (Q1397971)

From MaRDI portal
Revision as of 15:59, 31 January 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Moments of the mean of Dubins-Freedman random probability distributions
scientific article

    Statements

    Moments of the mean of Dubins-Freedman random probability distributions (English)
    0 references
    0 references
    6 August 2003
    0 references
    \textit{L. E. Dubins} and \textit{D. A. Freedman} [in: Proc. 5th Berkeley Symp. Math. Stat. Probab., Univ. Calif. 1965/66, 2, Part 1, 183-214 (1967; Zbl 0201.49502)] gave a method for constructing a random probability measure on \([0,1]\). The main ingredient in this construction is the base measure \(\mu\) on the unit square \([0,1]^2\). In this paper a recursive relation is given (Theorem 2.1) from which the moments of the mean \(M=M_{\mu}\) can be calculated for any given base measure \(\mu\). The cases in which \(\mu\) is the uniform distribution on (a) the vertical bisector \(D_1:=\{(x,y):x=1/2\}\), (b) the main diagonal of the unit square or (c) the horizontal bisector \(D_2:=\{(x,y):y=1/2\}\) are studied in detail. The support of \(M\) is considered; if \(\mu\) is concentrated on \(D_1\), then the support of \(M\) is convex. In general, Example 3.1 shows that the support of \(M\) may have an arbitrarily large number of gaps. Finally, if the base measure \(\mu\) is concentrated on \(D_1\), then the map \(\mu\mapsto M_{\mu}\) reverses the stochastic order \(\leq^{\text{st}}\).
    0 references
    0 references
    random distribution
    0 references
    moments
    0 references
    base measure
    0 references

    Identifiers