Distributional Results for Random Functionals of a Dirichlet Process.

Abstract

An expression is obtained for the distribution function of the random variable the definite integral of ZdP where P is a random distribution function chosen by Ferguson's (1973) Dirichlet process on (R, B) (R is the real line and B is the o-field of Borel sets) with parameter alpha, and Z is a real-valued measurable function defined on (R, B) satisfying the definite integral of the absolute value of Z to the derivative of alpha < infinity. As a consequence, we show that when alpha is symmetric about O and Z is an odd function, then the distribution of the definite integral of ZdP is symmetric about O.

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1979
Accession Number
ADA074698

Entities

People

  • Myles Hollander
  • Naftali A. Langberg
  • Robert C. Hannum

Organizations

  • Florida State University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Air Force
  • Computing-Related Activities
  • Data Science
  • Distribution Functions
  • Environmental Health
  • Information Science
  • Interdisciplinary Science
  • Military Research
  • Numbers
  • Probability
  • Random Variables
  • Real Numbers
  • Statistics
  • United States
  • United States Government
  • Universities

Fields of Study

  • Mathematics

Readers

  • Analytical Mechanics
  • Statistical inference.