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Activity Number:
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541
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Type:
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Contributed
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Date/Time:
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Thursday, August 2, 2007 : 10:30 AM to 12:20 PM
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Sponsor:
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Section on Bayesian Statistical Science
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| Abstract - #309451 |
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Title:
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Distribution of Random Functional of a Ferguson-Dirichlet Process on the Unit Ball
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Author(s):
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Thomas J. Jiang*+ and Kun-Lin Kuo
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Companies:
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National Chengchi University and National Chengchi University
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Address:
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Dept. of Math, 64 ChiNan Road Section 2, WenShan Taipei, 11605, Taiwan
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Keywords:
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Ferguson-Dirichlet process ; c-characteristic function ; spherical distribution ; Fourier transformation
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Abstract:
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Jiang, Dickey, Kuo (2004) give the multivariate c-characteristic function and show that it has properties similar to those of the multivariate Fourier transformation. This new transformation can be useful when a distribution is difficult to deal with using Fourier transformation or traditional characteristic function. In this paper, we first give the multivariate c-characteristic function of the random functional of a Ferguson-Dirichlet process on the unit ball. We then find out its probability density function using properties of the multivariate c-characteristic function. This new result in three-dimension would generalize the two-dimensional result given by Jiang (1991).
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