Distribution of random functional of a Dirichlet process on the unit disk

DOI10.1016/0167-7152(91)90088-9MaRDI QIDQ1181116zbMATH OpenOpenAlexFDO

Authors Tom J. Jiang

Publication date 27 June 1992

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(91)90088-9

zbMATH Keywords

characteristic functionDirichlet processspherical distribution

Mathematics Subject Classification ID

Distribution theory (60E99) Stochastic processes (60G99)

Review text

Let \(U\) be a Dirichlet process with parameter \(\mu\) on the unit disk. It is shown that the vector \((X,Y)\) has a p.d.f. \((c/\pi)(1-x^ 2-y^ 2)^{c-1}\), \(0<x^ 2+y^ 2<1\), where \(X+iY=\int_ 0^{2\pi}\exp\{(2\pi i/c)\mu((0,\theta))\}dU(\theta)\) and \(c=\mu((0,\theta))\).

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Cites work

• A Bayesian analysis of some nonparametric problems
• Characteristic functions of means of distributions chosen from a Dirichlet process
• Distributional results for random functionals of a Dirichlet process
• Starlike Functions and Linear Functions of a Dirichlet Distributed Vector
• THE USE OF THE HANKEL TRANSFORM IN STATISTICS

Cited in

(7)

• Distribution of a random functional of a Ferguson-Dirichlet process over the unit sphere
• Theory and numerical analysis for exact distributions of functionals of a Dirichlet process
• A new multivariate transform and the distribution of a random functional of a Ferguson-Dirichlet process
• scientific article; zbMATH DE number 5856461 (Why is no real title available?)
• Distribution of functionals of a Ferguson-Dirichlet process over an n-dimensional ball
• A revisit of the distribution of linear combinations of Dirichlet components
• Distribution functions of means of a Dirichlet process

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