Dirichlet curves, convex order and Cauchy distribution
01 Pubblicazione su rivista
Letac Gérard, Piccioni Mauro
DOI: 10.3150/15-BEJ765
ISSN: 1350-7265
If α is a probability on Rd and t > 0, the Dirichlet random probability Pt - D(tα) is such that for any measurable partition (A0 , Ak) of Rd the random variable (Pt(A0) ,Pt(Ak)) is Dirichlet distributed with parameters (tα(A0), tα(Ak)). If Rd log(1 + x α(dx)