Random quantiles of the Dirichlet process

We examine the finite-dimensional distributions of the random quantiles of a Dirichlet process and provide an exact decomposition of its bivariate version. While the Dirichlet distributions of probabilities are absolutely continuous, the corresponding distributions of quantiles are not.

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Year of publication:	2009
Authors:	Lichtendahl Jr., Kenneth C.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 79.2009, 4, p. 501-507
Publisher:	Elsevier

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

Persistent link: https://www.econbiz.de/10005211864