Random quantiles of the Dirichlet process

Kenneth C. Lichtendahl

Statistics & Probability Letters, 2009, vol. 79, issue 4, 501-507

Abstract: We examine the finite-dimensional distributions of the random quantiles of a Dirichlet process and provide an exact decomposition of its bivariate version. While the Dirichlet distributions of probabilities are absolutely continuous, the corresponding distributions of quantiles are not.

Date: 2009
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