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

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.

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Year of publication:	1977
Authors:	Blum, J. ; Susarla, V.
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 5.1977, 3, p. 207-211
Publisher:	Elsevier
Keywords:	Dirichlet process mixtures random measures nonparametric posterior distributions randomly censored data survival distributions

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

Persistent link: https://www.econbiz.de/10008873827