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Random quantiles of the Dirichlet process

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  • Lichtendahl Jr., Kenneth C.

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.

Suggested Citation

  • Lichtendahl Jr., Kenneth C., 2009. "Random quantiles of the Dirichlet process," Statistics & Probability Letters, Elsevier, vol. 79(4), pages 501-507, February.
    • Handle: RePEc:eee:stapro:v:79:y:2009:i:4:p:501-507
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    References listed on IDEAS

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