On the posterior distribution of classes of random means

Details On the posterior distribution of classes of random means On the posterior distribution of classes of random means

2010-02-23

arxiv.org/abs/1002.4276v1

Bernoulli 2010, Vol. 16, No. 1, 155-180

Mathematics

Statistics Theory

Published in at http://dx.doi.org/10.3150/09-BEJ200 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statisti

Scientific paper

10.3150/09-BEJ200

The study of properties of mean functionals of random probability measures is an important area of research in the theory of Bayesian nonparametric statistics. Many results are now known for random Dirichlet means, but little is known, especially in terms of posterior distributions, for classes of priors beyond the Dirichlet process. In this paper, we consider normalized random measures with independent increments (NRMI's) and mixtures of NRMI. In both cases, we are able to provide exact expressions for the posterior distribution of their means. These general results are then specialized, leading to distributional results for means of two important particular cases of NRMI's and also of the two-parameter Poisson--Dirichlet process.

Affiliated with

Also associated with

No associations

Rating

On the posterior distribution of classes of random means does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with On the posterior distribution of classes of random means, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and On the posterior distribution of classes of random means will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-169782