Distribution of a random functional of a Ferguson-Dirichlet process over the unit sphere
Thomas Jyh-Ming Jiang, National Chengchi University
Kun-Lin Kuo, Academia Sinica
Abstract
Jiang, Dickey, and Kuo [12] gave the multivariate c-characteristic function and showed that it has properties similar to those of the multivariate Fourier transformation. We first give the multivariate c-characteristic function of a random functional of a Ferguson-Dirichlet process over the unit sphere. We then find out its probability density function using properties of the multivariate c-characteristic function. This new result would generalize that given by [11].
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