A new multivariate transform and the distribution of a random functional of a Ferguson-Dirichlet process
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Publication:2485753
DOI10.1016/j.spa.2003.12.003zbMath1070.60014OpenAlexW2164078300MaRDI QIDQ2485753
Kun-Lin Kuo, James M. Dickey, Thomas Jyh-Ming Jiang
Publication date: 5 August 2005
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2003.12.003
Dirichlet distributionFourier transformationrandom functionalCarlson's functionInversion formulaFiltered-variate Dirichlet distributionMultivariate characteristic function
Related Items (8)
The Dirichlet-Ferguson diffusion on the space of probability measures over a closed Riemannian manifold ⋮ The stochastic linear combination of Dirichlet distributions ⋮ On the posterior distribution of classes of random means ⋮ Distribution of functionals of a Ferguson-Dirichlet process over an \(n\)-dimensional ball ⋮ Solving some stochastic differential equation using Dirichlet distributions ⋮ A Mecke-type characterization of the Dirichlet-Ferguson measure ⋮ A revisit of the distribution of linear combinations of Dirichlet components ⋮ Characteristic functionals of Dirichlet measures
Cites Work
- Characteristic functions of means of distributions chosen from a Dirichlet process
- Distributional results for random functionals of a Dirichlet process
- Distribution of random functional of a Dirichlet process on the unit disk
- A Bayesian analysis of some nonparametric problems
- Multiple Hypergeometric Functions: Probabilistic Interpretations and Statistical Uses
- Starlike Functions and Linear Functions of a Dirichlet Distributed Vector
- Filtered-Variate Prior Distributions for Histogram Smoothing
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