Article ID Journal Published Year Pages File Type
1154430 Statistics & Probability Letters 2009 7 Pages PDF
Abstract
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.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Random quantiles of the Dirichlet process
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