Q-Markov random probability measures and their posterior distributions

R. M. Balan

Stochastic Processes and their Applications, 2004, vol. 109, issue 2, 295-316

Abstract: In this paper, we use the Markov property introduced in Balan and Ivanoff (J. Theoret. Probab. 15 (2002) 515) for set-indexed processes and we prove that a Markov prior distribution leads to a Markov posterior distribution. In particular, by proving that a neutral to the right prior distribution leads to a neutral to the right posterior distribution, we extend a fundamental result of Doksum (Ann. Probab. 2 (1974) 183) to arbitrary sample spaces.

Keywords: Random; probability; measure; Q-Markov; process; Transition; system; Dirichlet; process; Neutral; to; the; right; process (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (2)

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