A bivariate Dirichlet process

Stephen Walker and Pietro Muliere

Statistics & Probability Letters, 2003, vol. 64, issue 1, 1-7

Abstract: This paper introduces a bivariate Dirichlet process for modelling a partially exchangeable sequence of observables. The proposed model would be relevant when two distributions are unknown but are thought to be close to each other. For two random distributions with the same marginals, the belief in the degree of closeness is expressed through the correlation between masses assigned to equal sets.

Keywords: Correlation; Exchangeability; Dirichlet-multinomial; process; Partial; exchangeability (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (5)

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