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How to Construct a Random Probability Measure

Michael Monticino

International Statistical Review, 2001, vol. 69, issue 1, 153-167

Abstract: This article presents an overview of several constructive methods for generating random probability measures. Applications of random probability measures include Bayesian statistics, average optimal control problems, average error bounds for numerical equation solving methods, and models for random distributions of mass in space.

Date: 2001
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https://doi.org/10.1111/j.1751-5823.2001.tb00484.x

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