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題名 A new multivariate transform and the distribution of a random functional of a Ferguson-Dirichlet process
作者 姜志銘
Kuo K.-L.
Dickey James M.
日期 2004
上傳時間 24-十二月-2008 13:30:45 (UTC+8)
摘要 A new multivariate transformation is given, with various properties, e.g., uniqueness and convergence properties, that are similar to those of the Fourier transformation. The new transformation is particularly useful for distributions that are difficult to deal with by Fourier transformation, such as relatives of the Dirichlet distributions. The new multivariate transformation of the Dirichlet distribution can be expressed in closed form. With this result, we easily show that the marginal of a Dirichlet distribution is still a Dirichlet distribution. We also give a closed form for the filtered-variate Dirichlet distribution. A relation between the new characteristic function and the traditional characteristic function is given. Using this multivariate transformation, we give the distribution, on the region bounded by an ellipse, of a random functional of a Ferguson–Dirichlet process over the boundary.
關聯 Stochastic Processes and their Applications, 111(1), 77-95
資料類型 article
DOI http://dx.doi.org/10.1016/j.spa.2003.12.003
dc.creator (作者) 姜志銘zh_TW
dc.creator (作者) Kuo K.-L.en_US
dc.creator (作者) Dickey James M.en_US
dc.date (日期) 2004en_US
dc.date.accessioned 24-十二月-2008 13:30:45 (UTC+8)-
dc.date.available 24-十二月-2008 13:30:45 (UTC+8)-
dc.date.issued (上傳時間) 24-十二月-2008 13:30:45 (UTC+8)-
dc.identifier.uri (URI) https://nccur.lib.nccu.edu.tw/handle/140.119/18712-
dc.description.abstract (摘要) A new multivariate transformation is given, with various properties, e.g., uniqueness and convergence properties, that are similar to those of the Fourier transformation. The new transformation is particularly useful for distributions that are difficult to deal with by Fourier transformation, such as relatives of the Dirichlet distributions. The new multivariate transformation of the Dirichlet distribution can be expressed in closed form. With this result, we easily show that the marginal of a Dirichlet distribution is still a Dirichlet distribution. We also give a closed form for the filtered-variate Dirichlet distribution. A relation between the new characteristic function and the traditional characteristic function is given. Using this multivariate transformation, we give the distribution, on the region bounded by an ellipse, of a random functional of a Ferguson–Dirichlet process over the boundary.-
dc.format application/en_US
dc.language enen_US
dc.language en-USen_US
dc.language.iso en_US-
dc.relation (關聯) Stochastic Processes and their Applications, 111(1), 77-95en_US
dc.title (題名) A new multivariate transform and the distribution of a random functional of a Ferguson-Dirichlet processen_US
dc.type (資料類型) articleen
dc.identifier.doi (DOI) 10.1016/j.spa.2003.12.003en_US
dc.doi.uri (DOI) http://dx.doi.org/10.1016/j.spa.2003.12.003en_US