A CONSTRUCTIVE DEFINITION OF DIRICHLET PRIORS

A CONSTRUCTIVE DEFINITION OF DIRICHLET PRIORS

In this paper we give a simple and new constructive definition of Dirichlet measures removing the restriction that the basic space should be Rk. We also give complete, self contained proofs of the three basic results for Dirichlet measures: 1. The Dirichlet measure is a probability measure on the sp...

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Veröffentlicht in:Statistica Sinica 1994-07, Vol.4 (2), p.639-650
1. Verfasser: Sethuraman, Jayaram
Format: Artikel
Sprache:eng
Schlagworte:
Integers
Mathematical independent variables
Mathematical vectors
Probabilities
Probability distributions
Random variables
Separable spaces
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Zusammenfassung:In this paper we give a simple and new constructive definition of Dirichlet measures removing the restriction that the basic space should be Rk. We also give complete, self contained proofs of the three basic results for Dirichlet measures: 1. The Dirichlet measure is a probability measure on the space of all probability measures. 2. It gives probability one to the subset of discrete probability measures. 3. The posterior distribution is also a Dirichlet measure.
ISSN:1017-0405
1996-8507