Distributional results for means of normalized random measures with independent increments

• 成果类型: Article
• 署名作者: Regazzini, E; Lijoi, A; Prünster, I
• 署名单位: University of Pavia; University of Pavia
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• 发表日期: 2003
• 页码: 560-585
• 关键词: dirichlet process

摘要

We consider the problem of determining the distribution of means of random probability measures which are obtained by normalizing increasing additive processes. A solution is found by resorting to a well-known inversion formula for characteristic functions due to Gurland. Moreover, expressions of the posterior distributions of those means, in the presence of exchangeable observations, are given. Finally, a section is devoted to the illustration of two examples of statistical relevance.