Spectral representations for random densities

Peter J. Lenk

Statistics & Probability Letters, 1987, vol. 5, issue 4, 295-298

Abstract: The spectral representation for a random density on a closed interval is developed. Its support includes all densities that are bounded almost surely on the closed interval. The representation is implemented with explicit distributional assumptions on the coefficients that allow, at least in theory, the closed form evaluation of prior and posterior moments and the predictive density under exchangeable sampling.

Date: 1987
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