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

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.

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Year of publication:	2007
Authors:	Karabatsos, George ; Walker, Stephen G.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 77.2007, 9, p. 907-913
Publisher:	Elsevier
Keywords:	Stochastic order Bayesian nonparametrics Polya tree prior Bernstein polynomial prior

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005137972