Beta-Stacy processes and a generalization of the Polya-urn scheme

• 成果类型: Article
• 署名作者: Walker, S; Muliere, P
• 署名单位: Imperial College London; University of Pavia
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• 发表日期: 1997
• 页码: 1762-1780
• 关键词: tree distributions

摘要

A random cumulative distribution function (cdf) F on (0, infinity) from a beta-Stacy process is defined. (1)It is shown to be neutral to the right and a generalization of the Dirichlet process. The posterior distribution is also a beta-Stacy process given independent and identically distributed (iid) observations, possibly with right censoring, from F. A generalization of the Polya-urn scheme is introduced which characterizes the discrete beta-Stacy process.