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|Title:||Distribution of functionals of a Ferguson–Dirichlet process over an -dimensional ball|
|Authors:||Dickey, James M.|
Jiang, Thomas J.
|Keywords:||Characteristic function;Dirichlet distribution;Ferguson–Dirichlet process;Random functional;Spherically symmetric distribution|
|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|
|Appears in Collections:||[應用數學系] 期刊論文|
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