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

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  • Guglielmi, Alessandra

Abstract

The distribution function of the mean of a Dirichlet process was found by Cifarelli and Regazzini (1990), through a procedure based on the use of the generalized Stieltjes transform, whose expression was explicitly found at the cost of complex analytic calculations. Here a simpler and more direct procedure to calculate the generalized Stieltjes transform is proposed, based on the well-known characterization of a Dirichlet process by Sethuraman (1994).

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  • Guglielmi, Alessandra, 1998. "A simple procedure calculating the generalized Stieltjes transform of the mean of a Dirichlet process," Statistics & Probability Letters, Elsevier, vol. 38(4), pages 299-303, July.
    • Handle: RePEc:eee:stapro:v:38:y:1998:i:4:p:299-303
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    Cited by:

    1. Antonio Lijoi & Igor Pruenster, 2009. "Distributional Properties of means of Random Probability Measures," ICER Working Papers - Applied Mathematics Series 22-2009, ICER - International Centre for Economic Research.

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