A simple procedure calculating the generalized Stieltjes transform of the mean of a Dirichlet process

Statistics and Probability Letters

Volumn 38, Issue 4, 1998, Pages 299-303

  Guglielmi, Alessandra ^a  

^a CNR   (Italy)

Author keywords

Dirichlet process; Distribution function of the mean of a Dirichlet process; Generalized Stieltjes transform

Indexed keywords

EID: 0032114355     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(98)00034-0     Document Type: Article

References (5)

1. Cifarelli, D.M., Regazzini, E., 1990. Distribution functions of means of a Dirichlet process. Ann. Statist. 18, 429-442.
2. Guglielmi, A., 1997. Risultati sulle distribuzioni di medie di un processo di Dirichlet. Ph.D. Thesis, Dipartimento di Matematica, Università degli Studi, Milano.
3. Hirschmann, J.I., Widder, D.V., 1955. The convolution transform. Princeton University Press, Princeton.
4. Kallenberg, O., 1983. Random Measures. Akademie-Verlag, Berlin.
5. Sethuraman, J., 1994. A constructive definition of Dirichlet priors. Statist. Sinica 4, 639-650.