Theory and numerical analysis for exact distributions of functionals of a Dirichlet process
Regazzini, Eugenio ; Guglielmi, Alessandra ; Di Nunno, Giulia
Ann. Statist., Tome 30 (2002) no. 1, p. 1376-1411 / Harvested from Project Euclid
The distribution of a mean or, more generally, of a vector of means of a Dirichlet process is considered. Some characterizing aspects of this paper are: (i) a review of a few basic results, providing new formulations free from many of the extra assumptions considered to date in the literature, and giving essentially new, simpler and more direct proofs; (ii) new numerical evaluations, with any prescribed error of approximation, of the distribution at issue; (iii) a new form for the law of a vector of means. Moreover, as applications of these results, we give: (iv) the sharpest condition sufficient for the distribution of a mean to be symmetric; (v) forms for the probability distribution of the variance of the Dirichlet random measure; (vi) some hints for determining the finite-dimensional distributions of a random function connected with Bayesian methods for queuing models.
Publié le : 2002-10-14
Classification:  Dirichlet process,  distribution of (a vector of) linear functionals,  numerical approximation of the exact distribution,  62F15,  60E15,  62E17
@article{1035844980,
     author = {Regazzini, Eugenio and Guglielmi, Alessandra and Di Nunno, Giulia},
     title = {Theory and numerical analysis for exact distributions of functionals of a Dirichlet process},
     journal = {Ann. Statist.},
     volume = {30},
     number = {1},
     year = {2002},
     pages = { 1376-1411},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1035844980}
}
Regazzini, Eugenio; Guglielmi, Alessandra; Di Nunno, Giulia. Theory and numerical analysis for exact distributions of functionals of a Dirichlet process. Ann. Statist., Tome 30 (2002) no. 1, pp.  1376-1411. http://gdmltest.u-ga.fr/item/1035844980/