Bayesian nonparametric inference of stochastically ordered distributions, with Pólya trees and Bernstein polynomials

George Karabatsos and Stephen G. Walker

Statistics & Probability Letters, 2007, vol. 77, issue 9, 907-913

Abstract: We introduce approaches to performing Bayesian nonparametric statistical inference for distribution functions exhibiting a stochastic ordering. We consider Pólya tree prior distributions, and Bernstein polynomial prior distributions, and each prior provides an appealing and simple way of introducing the stochastic order.

Keywords: Stochastic; order; Bayesian; nonparametrics; Polya; tree; prior; Bernstein; polynomial; prior (search for similar items in EconPapers)
Date: 2007
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