Please use this identifier to cite or link to this item: https://ah.nccu.edu.tw/handle/140.119/81029


Title: Distribution of functionals of a Ferguson–Dirichlet process over an -dimensional ball
Authors: Dickey, James M.
姜志銘
Jiang, Thomas J.
Kuo, Kun-Lin
Contributors: 應數系
Keywords: Characteristic function;Dirichlet distribution;Ferguson–Dirichlet process;Random functional;Spherically symmetric distribution
Date: 2013-09
Issue Date: 2016-02-01 16:06:30 (UTC+8)
Abstract: The -characteristic function has been shown to have properties similar to those of the Fourier transformation. We now give a new property of the -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 -dimensional spherical surface and that over an -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 -dimensional ellipsoidal surface and that over an -dimensional ellipsoidal solid.
Relation: Journal of Multivariate Analysis, 120, 216-225
Data Type: article
DOI 連結: http://dx.doi.org/10.1016/j.jmva.2013.05.013
Appears in Collections:[應用數學系] 期刊論文

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