Means of a Dirichlet process and multiple hypergeometric functions (Articolo in rivista)

Type
Label
  • Means of a Dirichlet process and multiple hypergeometric functions (Articolo in rivista) (literal)
Anno
  • 2004-01-01T00:00:00+01:00 (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#doi
  • 10.1214/009117904000000270 (literal)
Alternative label
  • Lijoi A., Regazzini E. (2004)
    Means of a Dirichlet process and multiple hypergeometric functions
    in Annals of probability
    (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#autori
  • Lijoi A., Regazzini E. (literal)
Pagina inizio
  • 1469 (literal)
Pagina fine
  • 1495 (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#numeroVolume
  • 32 (literal)
Rivista
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#numeroFascicolo
  • 2 (literal)
Note
  • ISI Web of Science (WOS) (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#affiliazioni
  • University of Pavia (literal)
Titolo
  • Means of a Dirichlet process and multiple hypergeometric functions (literal)
Abstract
  • The Lauricella theory of multiple hypergeometric functions is used to shed some light on certain distributional properties of the mean of a Dirichlet process. This approach leads to several results, which are illustrated here. Among these are a new and more direct procedure for determining the exact form of the distribution of the mean, a correspondence between the distribution of the mean and the parameter of a Dirichlet process, a characterization of the family of Cauchy distributions as the set of the fixed points of this correspondence, and an extension of the Markov-Krein identity. Moreover, an expression of the characteristic function of the mean of a Dirichlet process is obtained by resorting to an integral representation of a confluent form of the fourth Lauricella function. This expression is then employed to prove that the distribution of the mean of a Dirichlet process is symmetric if and only if the parameter of the process is symmetric, and to provide a new expression of the moment generating function of the variance of a Dirichlet process. (literal)
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