Distribution of functionals of a Ferguson-Dirichlet process over an n-dimensional ball

  • Authors:
  • James M. Dickey;Thomas J. Jiang;Kun-Lin Kuo

  • Affiliations:
  • -;-;-

  • Venue:
  • Journal of Multivariate Analysis
  • Year:
  • 2013

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Abstract

The c-characteristic function has been shown to have properties similar to those of the Fourier transformation. We now give a new property of the c-characteristic function of the spherically symmetric distribution. With this property, we can easily determine whether a distribution is spherically symmetric. The exact probability density function of the random mean of a spherically symmetric Ferguson-Dirichlet process with parameter measure over an n-dimensional spherical surface and that over an n-dimensional ball are given. We further give the exact probability density function of the random mean of a Ferguson-Dirichlet process with parameter measure over an n-dimensional ellipsoidal surface and that over an n-dimensional ellipsoidal solid.