An EPPF from independent sequences of geometric random variables

Ramsés H. Mena and Stephen G. Walker

Statistics & Probability Letters, 2012, vol. 82, issue 6, 1059-1066

Abstract: This paper considers generating exchangeable partition probability functions from an independent and identically distributed sample from a geometric distribution. We show that the model is rich and while different from exchangeable random variables based on nonparametric models, such as the Dirichlet process, both are driven by a single parameter, and hence to some extent comparable.

Keywords: EPPF; Geometric distribution; Gibbs sampler; Random partition (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1016/j.spl.2012.03.005

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