Moments of the Mean of Dubins–Freedman Random Probability Distributions

Pieter Allaart ()
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Pieter Allaart: University of North Texas

Journal of Theoretical Probability, 2003, vol. 16, issue 2, 471-488

Abstract: Abstract Explicit formulas are given to recursively generate the moments of the mean M for Dubins–Freedman random distribution functions with arbitrary base measure μ. Using a standard inversion formula for moments of a distribution on the unit interval, the distribution of M is approximated for several natural choices of μ. The support of the mean is also considered. It is shown that the support of M is connected whenever μ is concentrated on the vertical bisector of the unit square S, but may have arbitrarily many gaps otherwise.

Keywords: mean of a random distribution; nonparametric prior; base measure; moment formula (search for similar items in EconPapers)
Date: 2003
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DOI: 10.1023/A:1023582913550

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