Some new results for Dirichlet priors

• 成果类型: Article
• 署名作者: Cifarelli, DM; Melilli, E
• 署名单位: Bocconi University
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• 发表日期: 2000
• 页码: 1390-1413
• 关键词: bayesian bootstrap; distributions

摘要

Let p be a random probability measure chosen by a Dirichlet process whose parameter a: is a finite measure with support contained in [0, +infinity) and suppose that V = integral x(2)p(dx) - [integral xp(dx)](2) is a (finite) random variable. This paper deals with the distribution of V, which is given in a rather general case. A simple application to Bayesian bootstrap is also illustrated.