Department of Statistical Science
Duke University
presents:
Alessandra Guglielmi
alessan@stat.duke.edu
CNR-IAMI, Milano and Duke Statistics, Duke University
"Numerical Analysis for the Distribution Functions of Means of Dirichlet Processes"
Abstract: n approximation of the distribution function of the mean of a Dirichlet process on the real line will be derived, with respect to the sup-metric. The approximating function, very simple to be numerically computed, is the distribution function of the mean of a Dirichlet process whose parameter is a "discretized" version of "original" parameter. An estimate of the error will be provided, too.
Furthermore, a direct and simple procedure to derive the exact distribution function (found by Cifarelli and Regazzini in 1990) will be illustrated, starting from a characterization of a Dirichlet process given by Feigin and Tweedie in 1989.
February 6, 1998
3:30 pm - 4:30 pm
116 Old Chem Building Any questions concerning the seminar may be addressed to Cheryl McGhee @ [919] 684-8029 or e-mail cheryl@stat.duke.edu. Please contact the author(s) directly for reprints etc.