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

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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Year of publication:	1998
Authors:	Guglielmi, Alessandra
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 38.1998, 4, p. 299-303
Publisher:	Elsevier
Keywords:	Dirichlet process Distribution function of the mean of a Dirichlet process Generalized Stieltjes transform

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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