A note on Bayesian nonparametric priors derived from exponentially tilted Poisson-Kingman models

Details A note on Bayesian nonparametric priors derived from exponentially tilted Poisson-Kingman models A note on Bayesian nonparametric priors derived from exponentially tilted Poisson-Kingman models

2007-03-19

arxiv.org/abs/math/0703552v1

Statistics & Probability Letters 77 (2007) 1705-1711

Mathematics

Probability

9 pages

Scientific paper

10.1016/j.spl.2007.04.011

We derive the class of normalized generalized Gamma processes from Poisson-Kingman models (Pitman, 2003) with tempered alfa-stable mixing distribution. Relying on this construction it can be shown that in Bayesian nonparametrics, results on quantities of statistical interest under those priors, like the analogous of the Blackwell-MacQueen prediction rules or the distribution of the number of distinct elements observed in a sample, arise as immediate consequences of Pitman's results.

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