A simple procedure calculating the generalized Stieltjes transform of the mean of a Dirichlet process

Alessandra Guglielmi

Statistics & Probability Letters, 1998, vol. 38, issue 4, 299-303

Abstract: The distribution function of the mean of a Dirichlet process was found by Cifarelli and Regazzini (1990), through a procedure based on the use of the generalized Stieltjes transform, whose expression was explicitly found at the cost of complex analytic calculations. Here a simpler and more direct procedure to calculate the generalized Stieltjes transform is proposed, based on the well-known characterization of a Dirichlet process by Sethuraman (1994).

Keywords: Dirichlet; process; Distribution; function; of; the; mean; of; a; Dirichlet; process; Generalized; Stieltjes; transform (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (1)

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