Distributions of linear functionals of two parameter Poisson–Dirichlet random measures
Distributions of linear functionals of two parameter Poisson–Dirichlet random measures
The present paper provides exact expressions for the probability distributions of linear functionals of the two-parameter Poisson–Dirichlet process PD(α, θ). We obtain distributional results yielding exact forms for density functions of these functionals. Moreover, several interesting integral identities are obtained by exploiting a correspondence between the mean of a Poisson–Dirichlet …