POLYA TREES AND RANDOM DISTRIBUTIONS
成果类型：
Article
署名作者：
MAULDIN, RD; SUDDERTH, WD; WILLIAMS, SC
署名单位：
University of Minnesota System; University of Minnesota Twin Cities; Utah System of Higher Education; Utah State University
刊物名称：
ANNALS OF STATISTICS
ISSN/ISSBN：
0090-5364
DOI：
10.1214/aos/1176348766
发表日期：
1992
页码：
1203-1221
关键词：
摘要：
Trees of Polya urns are used to generate sequences of exchangeable random variables. By a theorem of de Finetti each such sequence is a mixture of independent, identically distributed variables and the mixing measure can be viewed as a prior on distribution functions. The collection of these Polya tree priors forms a convenient conjugate family which was mentioned by Ferguson and includes the Dirichlet processes of Ferguson. Unlike Dirichlet processes, Polya tree priors can assign probability 1 to the class of continuous distributions. This property and a few others are investigated.