Contributions to the Theory of Dirichlet Processes
Korwar, Ramesh M. ; Hollander, Myles
Ann. Probab., Tome 1 (1973) no. 5, p. 705-711 / Harvested from Project Euclid
Consider a sample $X_1, \cdots, X_n$ from a Dirichlet process $P$ on an uncountable standard Borel space $(\mathscr{X}, \mathscr{A})$ where the parameter $\alpha$ of the process is assumed to be non-atomic and $\sigma$-additive. Let $D(n)$ be the number of distinct observations in the sample and denote these distinct observations by $Y_1, \cdots, Y_{D(n)}$. Our main results are (1) $D(n)/\log n \rightarrow_{\operatorname{a.s.}} \alpha(\mathscr{X}), n \rightarrow \infty$, and (2) given $D(n), Y_1, \cdots, Y_{D(n)}$ are independent and identically distributed according to $\alpha(\bullet)/\alpha(\mathscr{X})$. Result (1) shows that $\alpha(\mathscr{X})$ can be consistently estimated from the sample, and result (2) leads to a strong law for $\sum^{D(n)}_{i=1} Y_i/D(n)$.
Publié le : 1973-08-14
Classification:  Dirichlet process,  consistent estimation,  strong law of large numbers,  distribution theory,  60K99,  62G05
@article{1176996898,
     author = {Korwar, Ramesh M. and Hollander, Myles},
     title = {Contributions to the Theory of Dirichlet Processes},
     journal = {Ann. Probab.},
     volume = {1},
     number = {5},
     year = {1973},
     pages = { 705-711},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996898}
}
Korwar, Ramesh M.; Hollander, Myles. Contributions to the Theory of Dirichlet Processes. Ann. Probab., Tome 1 (1973) no. 5, pp.  705-711. http://gdmltest.u-ga.fr/item/1176996898/