Jiang, Thomas Jyh-Ming; Kuo, Kun-Lin Distribution of a random functional of a Ferguson-Dirichlet process over the unit sphere. (English) Zbl 1192.60040 Electron. Commun. Probab. 13, 518-525 (2008). Summary: T. J. Jiang, J. M. Dickey and K.-L. Kuo [Stochastic Processes Appl. 111, No. 1, 77–95 (2004; Zbl 1070.60014)] 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 T. J. Jiang [Stat. Probab. Lett. 12, No. 3, 263–265 (1991; Zbl 0745.60048)]. Cited in 1 Document MSC: 60E10 Characteristic functions; other transforms 62E15 Exact distribution theory in statistics Keywords:ferguson-Dirichlet process; c-characteristic function PDF BibTeX XML Cite \textit{T. J. M. Jiang} and \textit{K.-L. Kuo}, Electron. Commun. Probab. 13, 518--525 (2008; Zbl 1192.60040) Full Text: DOI EMIS EuDML OpenURL