On the posterior distribution of a dirichlet process given randomly right censored observations

J. Blum and V. Susarla

Stochastic Processes and their Applications, 1977, vol. 5, issue 3, 207-211

Abstract: The purpose of this note is to show that the conditional distribution of a Dirichlet process P given n independent observations X1... Xn from P and belonging to measurable sets A1,... An with A1 [subset, double equals] A1+1 for i=1,... n=1 is a mixture of Dirichlet processes as introduced by Antoniak. It is also shown that this result is applicable in Bayesin decision problems concerning a random survival distribution under Dirichlet process priors.

Keywords: Dirichlet; process; mixtures; random; measures; nonparametric; posterior; distributions; randomly; censored; data; survival; distributions (search for similar items in EconPapers)
Date: 1977
References: Add references at CitEc
Citations: View citations in EconPapers (10)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0304-4149(77)90030-8
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:5:y:1977:i:3:p:207-211

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().