|Title: ||Distribution of functionals of a Ferguson-Dirichlet process over an n-dimensional ball|
Jiang, Thomas J.
|Issue Date: ||2013-12-06 19:06:49 (UTC+8)|
|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.|
|Relation: ||Journal of Multivariate Analysis, 120(1),216-225|
|Data Type: ||article|
|DOI link: ||http://dx.doi.org/10.1016/j.jmva.2013.05.013|
|Appears in Collections:||[Department of Mathematical Sciences] Periodical Articles|