On topological support of Dirichlet prior
Ferguson (1973) states that the topological support of a Dirichlet prior on the Borel [sigma]-field (with respect to the weak convergence topology) of the set of all probability measures on the lines is the set of all probability measures with their topological supports contained in that of the parameter measure of the Dirichlet prior. We prove that statement with the line replaced by an arbitrary separable metric space and cite an application of our result to decision theory.
Year of publication: |
1992
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Authors: | Majumdar, Suman |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 15.1992, 5, p. 385-388
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Publisher: |
Elsevier |
Keywords: | Dirichlet prior Dirichlet distribution topological support of a measure sub-simplex in the m-dimensional Euclidean space |
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