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March, 1990 Distribution Functions of Means of a Dirichlet Process
Donato Michele Cifarelli, Eugenio Regazzini
Ann. Statist. 18(1): 429-442 (March, 1990). DOI: 10.1214/aos/1176347509

Abstract

Let $\chi$ be a random probability measure chosen by a Dirichlet process on $(\mathbb{R}, \mathscr{B})$ with parameter $\alpha$ and such that $\int x\chi(dx)$ turns out to be a (finite) random variable. The main concern of this paper is the statement of a suitable expression for the distribution function of that random variable. Such an expression is deduced through an extension of a procedure based on the use of generalized Stieltjes transforms, originally proposed by the present authors in 1978.

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Donato Michele Cifarelli. Eugenio Regazzini. "Distribution Functions of Means of a Dirichlet Process." Ann. Statist. 18 (1) 429 - 442, March, 1990. https://doi.org/10.1214/aos/1176347509

Information

Published: March, 1990
First available in Project Euclid: 12 April 2007

zbMATH: 0706.62012
MathSciNet: MR1041402
Digital Object Identifier: 10.1214/aos/1176347509

Subjects:
Primary: 62G99
Secondary: 44A15, 60K99, 62E15

Rights: Copyright © 1990 Institute of Mathematical Statistics

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Vol.18 • No. 1 • March, 1990
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