Distribution of functionals of a Ferguson–Dirichlet process over an n-dimensional ball

James M. Dickey, Thomas J. Jiang and Kun-Lin Kuo

Journal of Multivariate Analysis, 2013, vol. 120, issue C, 216-225

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.

Keywords: Characteristic function; Dirichlet distribution; Ferguson–Dirichlet process; Random functional; Spherically symmetric distribution (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:120:y:2013:i:c:p:216-225

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DOI: 10.1016/j.jmva.2013.05.013

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