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EnglishThis paper considers a generalization of the Dirichlet process which is obtained by suitably normalizing superposed independent gamma processes having increasing integer-valued scale parameter. A comprehensive treatment of this random probability measure is provided. We prove results concerning its finite-dimensional distributions, moments, predictive distributions and the distribution of its mean. Most expressions are given in terms of multiple hypergeometric functions, thus highlighting the interplay between Bayesian Nonparametrics and special functions. Finally, a suitable simulation algorithm is applied in order to compute quantities of statistical interest.
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| Titolo: | Bayesian nonparametric analysis for a generalized Dirichlet process prior | |
| Autori: | ||
| Data di pubblicazione: | 2005 | |
| Rivista: | ||
| Abstract: | This paper considers a generalization of the Dirichlet process which is obtained by suitably normalizing superposed independent gamma processes having increasing integer-valued scale parameter. A comprehensive treatment of this random probability measure is provided. We prove results concerning its finite-dimensional distributions, moments, predictive distributions and the distribution of its mean. Most expressions are given in terms of multiple hypergeometric functions, thus highlighting the interplay between Bayesian Nonparametrics and special functions. Finally, a suitable simulation algorithm is applied in order to compute quantities of statistical interest. | |
| Handle: | http://hdl.handle.net/11571/108854 | |
| Appare nelle tipologie: | 1.1 Articolo in rivista |
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